-35.9%
CLX vs TLN
+602.5%
-638.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.3% | -1.5% |
| 7D | -3.5% | +10.9% | -14.5% | -3.1% |
| 30D | -11.9% | -6.3% | -5.6% | -12.1% |
| 3M | -2.6% | -10.7% | +8.1% | -2.9% |
| 6M | -18.2% | +1.6% | -19.8% | -18.0% |
| YTD | -5.9% | -13.1% | +7.2% | -6.1% |
| 1Y | -23.8% | -15.1% | -8.8% | -24.0% |
| 3Y | -33.6% | +495.0% | -528.6% | -31.4% |
| All | -35.9% | +602.5% | -638.3% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling