+141.2%
CLX vs TRGP
+2,231.3%
-2,090.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -9.2% | +0.8% | -10.0% | -9.2% |
| 30D | -11.0% | +11.5% | -22.6% | -11.1% |
| 3M | +5.0% | +9.0% | -4.0% | +5.0% |
| 6M | -18.8% | +20.5% | -39.3% | -18.9% |
| YTD | -4.4% | +59.5% | -63.9% | -4.6% |
| 1Y | -21.9% | +77.9% | -99.8% | -22.1% |
| 3Y | -32.8% | +253.6% | -286.3% | -33.0% |
| 5Y | -34.6% | +615.5% | -650.0% | -34.7% |
| 10Y | -4.7% | +897.1% | -901.8% | -4.2% |
| All | +141.2% | +2,231.3% | -2,090.1% | +88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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