+2,554.6%
CLX vs TAP
+821.1%
+1,733.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.0% |
| 7D | +13.6% | +0.5% | +13.1% | +13.4% |
| 30D | +23.4% | +9.1% | +14.2% | +21.6% |
| 3M | -2.8% | -3.8% | +1.0% | -2.4% |
| 6M | +14.0% | -3.4% | +17.4% | +14.5% |
| YTD | +4.2% | -10.6% | +14.8% | +5.7% |
| 1Y | -1.2% | -4.4% | +3.2% | -0.8% |
| 3Y | -12.7% | -24.4% | +11.7% | -9.7% |
| 5Y | -26.5% | +2.1% | -28.6% | -27.5% |
| 10Y | +20.2% | -48.7% | +69.0% | +26.8% |
| All | +2,554.6% | +821.1% | +1,733.5% | +1,717.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling