+3,094.0%
SPY vs CLX
+1,980.8%
+1,113.3%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | +0.1% | -9.2% | +9.3% | +2.6% |
| 30D | +0.1% | -11.0% | +11.1% | +3.0% |
| 3M | +2.0% | +5.0% | -3.0% | +0.2% |
| 6M | +13.0% | -18.8% | +31.8% | +18.3% |
| YTD | +13.5% | -4.4% | +17.9% | +13.5% |
| 1Y | +20.0% | -21.9% | +41.8% | +26.2% |
| 3Y | +77.2% | -32.8% | +109.9% | +91.6% |
| 5Y | +81.9% | -34.6% | +116.4% | +94.2% |
| 10Y | +314.1% | -4.7% | +318.8% | +279.9% |
| All | +3,094.0% | +1,980.8% | +1,113.3% | +1,147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling