+22.2%
CLX vs TRU
+238.0%
-215.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -5.9% | +4.6% | -0.6% |
| 7D | -9.2% | -6.8% | -2.5% | -8.5% |
| 30D | -11.0% | 0.0% | -11.1% | -11.1% |
| 3M | +5.0% | +13.3% | -8.3% | +3.4% |
| 6M | -18.8% | +3.4% | -22.3% | -19.4% |
| YTD | -4.4% | -6.4% | +2.0% | -4.3% |
| 1Y | -21.9% | -9.7% | -12.2% | -21.6% |
| 3Y | -32.8% | +0.1% | -32.9% | -34.7% |
| 5Y | -34.6% | -34.0% | -0.5% | -34.7% |
| 10Y | -4.7% | +147.9% | -152.6% | -22.1% |
| All | +22.2% | +238.0% | -215.8% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling