-1.4%
CLX vs TECH
+179.6%
-181.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -4.9% | -0.1% | -4.9% | -4.9% |
| 30D | -15.8% | +0.3% | -16.1% | -15.8% |
| 3M | -7.9% | +32.9% | -40.9% | -10.4% |
| 6M | -19.0% | +32.1% | -51.1% | -21.5% |
| YTD | -7.9% | +23.4% | -31.3% | -10.3% |
| 1Y | -25.4% | +34.1% | -59.4% | -28.0% |
| 3Y | -35.0% | +2.2% | -37.2% | -36.8% |
| 5Y | -36.8% | -41.8% | +5.1% | -35.9% |
| 10Y | -1.4% | +188.9% | -190.3% | -22.0% |
| All | -1.4% | +179.6% | -181.0% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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