+31.8%
CLX vs TRU
+183.1%
-151.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.0% | +1.1% |
| 7D | +9.5% | 0.0% | +9.5% | +9.5% |
| 30D | +30.7% | +21.3% | +9.4% | +27.5% |
| 3M | +4.2% | +0.2% | +4.0% | +4.0% |
| 6M | +22.1% | +22.4% | -0.3% | +19.1% |
| YTD | +14.1% | -4.8% | +18.9% | +13.8% |
| 1Y | +10.3% | -0.2% | +10.5% | +9.5% |
| 3Y | -7.8% | +57.9% | -65.7% | -14.4% |
| 5Y | -20.8% | -26.1% | +5.3% | -22.3% |
| All | +31.8% | +183.1% | -151.3% | +8.1% |
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