-37.0%
CLX vs TNA
-23.8%
-13.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.1% | +2.0% | -1.9% |
| 7D | -4.9% | -3.6% | -1.3% | -4.7% |
| 30D | -15.8% | -10.1% | -5.8% | -15.2% |
| 3M | -7.9% | +2.7% | -10.6% | -8.2% |
| 6M | -19.0% | +38.4% | -57.5% | -21.3% |
| YTD | -7.9% | +45.4% | -53.4% | -10.9% |
| 1Y | -25.4% | +55.9% | -81.3% | -28.4% |
| 3Y | -35.0% | +109.8% | -144.8% | -41.3% |
| All | -37.0% | -23.8% | -13.3% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling