-36.8%
CLX vs TRI
-10.1%
-26.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.9% |
| 7D | -4.9% | -8.4% | +3.5% | -3.9% |
| 30D | -15.8% | -6.5% | -9.4% | -15.2% |
| 3M | -7.9% | +18.6% | -26.5% | -9.7% |
| 6M | -19.0% | -10.4% | -8.6% | -18.4% |
| YTD | -7.9% | -23.7% | +15.8% | -4.1% |
| 1Y | -25.4% | -42.5% | +17.1% | -17.8% |
| 3Y | -35.0% | -19.3% | -15.7% | -33.8% |
| 5Y | -36.8% | -9.7% | -27.1% | -41.1% |
| All | -36.8% | -10.1% | -26.7% | -41.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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