-2.5%
CLX vs THC
+952.2%
-954.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.3% | +0.7% | -1.5% |
| 7D | -3.5% | -2.6% | -1.0% | -3.5% |
| 30D | -11.9% | -1.2% | -10.7% | -11.8% |
| 3M | -2.6% | +58.9% | -61.5% | -3.9% |
| 6M | -18.2% | +9.3% | -27.5% | -18.5% |
| YTD | -5.9% | +30.4% | -36.3% | -6.7% |
| 1Y | -23.8% | +34.6% | -58.4% | -24.6% |
| 3Y | -33.6% | +246.7% | -280.2% | -35.9% |
| 5Y | -35.7% | +244.5% | -280.2% | -38.3% |
| 10Y | -2.5% | +950.1% | -952.6% | -5.2% |
| All | -2.5% | +952.2% | -954.7% | -5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded THC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling