+2,336.0%
CLX vs TAP
+825.0%
+1,511.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -9.2% | -2.3% | -6.9% | -8.9% |
| 30D | -11.0% | -2.1% | -8.9% | -10.8% |
| 3M | +5.0% | +6.6% | -1.6% | +4.0% |
| 6M | -18.8% | -11.5% | -7.3% | -17.4% |
| YTD | -4.4% | -10.3% | +5.9% | -2.9% |
| 1Y | -21.9% | -14.4% | -7.5% | -20.2% |
| 3Y | -32.8% | -28.3% | -4.5% | -29.8% |
| 5Y | -34.6% | +1.7% | -36.3% | -35.4% |
| 10Y | -4.7% | -49.2% | +44.5% | +0.7% |
| All | +2,336.0% | +825.0% | +1,511.0% | +1,568.1% |
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