-35.4%
CLX vs TNA
+99.7%
-135.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.8% |
| 7D | -5.9% | -7.6% | +1.7% | -5.4% |
| 30D | -17.0% | -13.6% | -3.4% | -16.3% |
| 3M | -9.6% | +2.8% | -12.4% | -9.8% |
| 6M | -21.5% | +34.5% | -56.0% | -23.3% |
| YTD | -8.8% | +41.0% | -49.8% | -11.3% |
| 1Y | -24.7% | +52.0% | -76.7% | -27.4% |
| All | -35.4% | +99.7% | -135.2% | -44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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