-38.9%
CLX vs TRU
-35.6%
-3.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.3% |
| 7D | -5.7% | -2.7% | -3.0% | -5.4% |
| 30D | -17.0% | -2.0% | -15.0% | -16.8% |
| 3M | -9.7% | +18.4% | -28.1% | -11.5% |
| 6M | -19.8% | +8.9% | -28.7% | -20.8% |
| YTD | -9.8% | -8.9% | -0.9% | -9.5% |
| 1Y | -26.2% | -15.9% | -10.3% | -25.3% |
| 3Y | -36.2% | -1.1% | -35.1% | -38.1% |
| All | -38.9% | -35.6% | -3.3% | -43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling