+181.0%
CLX vs TRGP
+2,254.6%
-2,073.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | +0.2% |
| 7D | +7.8% | +2.4% | +5.4% | +7.8% |
| 30D | +28.5% | +0.8% | +27.7% | +28.5% |
| 3M | +1.3% | +10.4% | -9.0% | +1.3% |
| 6M | +23.4% | +16.3% | +7.1% | +23.3% |
| YTD | +11.4% | +61.1% | -49.8% | +11.1% |
| 1Y | +6.9% | +71.6% | -64.7% | +6.6% |
| 3Y | -9.8% | +267.5% | -277.2% | -10.1% |
| 5Y | -22.7% | +488.1% | -510.8% | -22.9% |
| 10Y | +28.7% | +803.8% | -775.0% | +30.1% |
| All | +181.0% | +2,254.6% | -2,073.6% | +119.7% |
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