+823.3%
SPYM vs CLX
+215.5%
+607.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.2% |
| 7D | +0.6% | -3.5% | +4.1% | +1.5% |
| 30D | -0.9% | -11.9% | +10.9% | +2.2% |
| 3M | +3.9% | -2.6% | +6.5% | +4.2% |
| 6M | +14.5% | -18.2% | +32.7% | +19.6% |
| YTD | +13.0% | -5.9% | +18.9% | +13.4% |
| 1Y | +19.4% | -23.8% | +43.3% | +26.6% |
| 3Y | +78.9% | -33.6% | +112.4% | +94.3% |
| 5Y | +82.3% | -35.7% | +118.0% | +95.5% |
| 10Y | +314.7% | -2.5% | +317.2% | +259.8% |
| All | +823.3% | +215.5% | +607.8% | +390.7% |
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 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