-38.9%
CLX vs TDY
+39.0%
-77.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.2% | -2.4% | -1.4% |
| 7D | -5.7% | -1.1% | -4.6% | -5.5% |
| 30D | -17.0% | -12.0% | -5.0% | -14.7% |
| 3M | -9.7% | -3.2% | -6.5% | -9.2% |
| 6M | -19.8% | -7.9% | -12.0% | -18.6% |
| YTD | -9.8% | +18.2% | -28.1% | -13.5% |
| 1Y | -26.2% | +6.7% | -32.8% | -27.7% |
| 3Y | -36.2% | +47.5% | -83.7% | -42.5% |
| All | -38.9% | +39.0% | -77.9% | -46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling