+13.5%
SPYM vs CLX
+9.5%
+4.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.6% | -0.5% |
| 7D | +2.6% | +9.5% | -7.0% | +1.9% |
| 30D | -2.0% | +30.7% | -32.7% | -3.7% |
| 3M | -2.8% | +4.2% | -7.0% | -3.3% |
| 6M | +2.2% | +22.1% | -20.0% | +0.8% |
| YTD | +11.5% | +14.1% | -2.5% | +11.0% |
| 1Y | +13.5% | +10.3% | +3.2% | +13.6% |
| All | +13.5% | +9.5% | +4.0% | +13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling