-7.8%
CLX vs TLN
+580.6%
-588.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +1.0% |
| 7D | +9.5% | +11.0% | -1.5% | +10.0% |
| 30D | +30.7% | +4.9% | +25.8% | +31.0% |
| 3M | +4.2% | +4.9% | -0.7% | +4.5% |
| 6M | +22.1% | +7.1% | +15.0% | +22.7% |
| YTD | +14.1% | +0.3% | +13.8% | +14.6% |
| 1Y | +10.3% | +5.9% | +4.4% | +11.1% |
| 3Y | -7.8% | +578.5% | -586.3% | +2.4% |
| All | -7.8% | +580.6% | -588.4% | +2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 3y: compounded portfolio wealth divided by compounded TLN 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…
3y analysis · Full analysis span regression · 6 months rolling