-22.6%
CLX vs THC
+258.4%
-281.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +9.5% | +1.0% | +8.6% | +9.4% |
| 30D | +30.7% | +5.3% | +25.4% | +30.0% |
| 3M | +4.2% | +7.1% | -2.9% | +3.5% |
| 6M | +22.1% | +46.0% | -23.9% | +17.5% |
| YTD | +14.1% | +43.9% | -29.9% | +9.6% |
| 1Y | +10.3% | +45.4% | -35.1% | +5.9% |
| 3Y | -7.8% | +421.3% | -429.1% | -23.2% |
| All | -22.6% | +258.4% | -281.0% | -35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling