-28.5%
CLX vs TW
+209.8%
-238.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.9% |
| 7D | -5.9% | -2.7% | -3.1% | -5.5% |
| 30D | -17.0% | -1.7% | -15.3% | -16.9% |
| 3M | -9.6% | +1.6% | -11.2% | -9.9% |
| 6M | -21.5% | -17.7% | -3.8% | -19.7% |
| YTD | -8.8% | -4.3% | -4.5% | -8.8% |
| 1Y | -24.7% | -13.1% | -11.6% | -23.7% |
| 3Y | -35.6% | +20.3% | -55.9% | -38.1% |
| 5Y | -37.6% | +22.0% | -59.6% | -41.0% |
| All | -28.5% | +209.8% | -238.3% | -38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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