+380.6%
CLX vs TRI
+584.3%
-203.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.1% | +1.2% |
| 7D | +9.5% | -2.9% | +12.4% | +10.1% |
| 30D | +30.7% | +3.7% | +27.0% | +29.3% |
| 3M | +4.2% | +3.7% | +0.5% | +2.9% |
| 6M | +22.1% | +35.1% | -13.0% | +13.8% |
| YTD | +14.1% | -14.0% | +28.1% | +14.9% |
| 1Y | +10.3% | -19.0% | +29.3% | +12.5% |
| 3Y | -7.8% | -12.0% | +4.2% | -8.4% |
| 5Y | -20.8% | +0.6% | -21.5% | -24.3% |
| 10Y | +31.9% | +225.4% | -193.6% | -4.0% |
| All | +380.6% | +584.3% | -203.7% | +158.1% |
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 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