-3.3%
CLX vs TRU
+144.8%
-148.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -5.9% | -9.4% | +3.5% | -4.8% |
| 30D | -17.0% | -4.1% | -12.9% | -16.6% |
| 3M | -9.6% | +13.6% | -23.2% | -10.9% |
| 6M | -21.5% | +3.6% | -25.1% | -22.0% |
| YTD | -8.8% | -9.8% | +1.0% | -8.3% |
| 1Y | -24.7% | -13.6% | -11.0% | -24.0% |
| 3Y | -35.6% | -2.0% | -33.7% | -37.3% |
| 5Y | -37.6% | -35.8% | -1.8% | -37.7% |
| All | -3.3% | +144.8% | -148.0% | -21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 10y: compounded portfolio wealth divided by compounded TRU 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…
10y analysis · Full analysis span regression · 6 months rolling