-34.8%
CLX vs TLN
+583.6%
-618.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.8% | -5.1% | -1.1% |
| 7D | -9.2% | +7.1% | -16.3% | -9.0% |
| 30D | -11.0% | -3.9% | -7.2% | -11.2% |
| 3M | +5.0% | -16.2% | +21.2% | +4.5% |
| 6M | -18.8% | -5.8% | -13.0% | -18.9% |
| YTD | -4.4% | -15.4% | +11.0% | -4.7% |
| 1Y | -21.9% | -16.7% | -5.2% | -22.0% |
| 3Y | -32.8% | +473.8% | -506.5% | -30.6% |
| All | -34.8% | +583.6% | -618.4% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling