-29.0%
CLX vs TLN
+630.2%
-659.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.1% | -6.8% | +0.6% |
| 7D | +13.6% | -1.3% | +14.9% | +13.5% |
| 30D | +23.4% | -10.5% | +33.8% | +22.9% |
| 3M | -2.8% | +0.1% | -2.9% | -2.7% |
| 6M | +14.0% | -17.4% | +31.4% | +13.5% |
| YTD | +4.2% | -9.7% | +13.8% | +4.2% |
| 1Y | -1.2% | -12.3% | +11.1% | -1.2% |
| 3Y | -12.7% | +528.3% | -541.0% | -10.4% |
| All | -29.0% | +630.2% | -659.2% | -25.7% |
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