-2.5%
CLX vs TAP
-52.1%
+49.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.1% | +2.5% | -0.7% |
| 7D | -3.5% | -2.3% | -1.2% | -3.1% |
| 30D | -11.9% | -9.4% | -2.5% | -10.0% |
| 3M | -2.6% | -0.8% | -1.8% | -2.5% |
| 6M | -18.2% | -14.7% | -3.4% | -15.4% |
| YTD | -5.9% | -13.9% | +8.0% | -3.0% |
| 1Y | -23.8% | -18.6% | -5.2% | -20.7% |
| 3Y | -33.6% | -32.0% | -1.6% | -28.9% |
| 5Y | -35.7% | -1.0% | -34.7% | -36.1% |
| 10Y | -2.5% | -51.4% | +48.8% | +11.8% |
| All | -2.5% | -52.1% | +49.6% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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