+314.6%
SPYM vs CLX
-2.6%
+317.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | -0.5% |
| 7D | -2.0% | -5.9% | +3.9% | -1.0% |
| 30D | -1.6% | -17.0% | +15.4% | +1.3% |
| 3M | +4.7% | -9.6% | +14.3% | +6.2% |
| 6M | +12.6% | -21.5% | +34.1% | +16.6% |
| YTD | +11.8% | -8.8% | +20.6% | +12.7% |
| 1Y | +17.5% | -24.7% | +42.2% | +22.3% |
| 3Y | +77.0% | -35.6% | +112.6% | +87.9% |
| 5Y | +82.6% | -37.6% | +120.2% | +91.9% |
| All | +314.6% | -2.6% | +317.1% | +291.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling