+302.8%
CLX vs TRI
+561.6%
-258.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.4% | +4.1% | -0.3% |
| 7D | -9.2% | -0.5% | -8.7% | -9.2% |
| 30D | -11.0% | +7.9% | -18.9% | -12.4% |
| 3M | +5.0% | +24.1% | -19.0% | +0.4% |
| 6M | -18.8% | +3.8% | -22.6% | -20.4% |
| YTD | -4.4% | -16.9% | +12.5% | -2.6% |
| 1Y | -21.9% | -38.4% | +16.5% | -15.3% |
| 3Y | -32.8% | -12.2% | -20.5% | -32.9% |
| 5Y | -34.6% | -1.8% | -32.8% | -36.8% |
| 10Y | -4.7% | +207.6% | -212.3% | -29.5% |
| All | +302.8% | +561.6% | -258.9% | +118.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling