-36.8%
CLX vs TW
+20.0%
-56.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.2% |
| 7D | -4.9% | -0.5% | -4.4% | -4.9% |
| 30D | -15.8% | -0.6% | -15.2% | -15.8% |
| 3M | -7.9% | +3.4% | -11.3% | -8.4% |
| 6M | -19.0% | -18.4% | -0.6% | -17.2% |
| YTD | -7.9% | -3.9% | -4.0% | -8.1% |
| 1Y | -25.4% | -13.3% | -12.0% | -24.4% |
| 3Y | -35.0% | +20.8% | -55.9% | -37.5% |
| 5Y | -36.8% | +20.3% | -57.0% | -41.6% |
| All | -36.8% | +20.0% | -56.8% | -41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling