-25.0%
CLX vs TW
+221.1%
-246.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -9.2% | -2.3% | -6.9% | -9.0% |
| 30D | -11.0% | +3.9% | -15.0% | -11.5% |
| 3M | +5.0% | +5.7% | -0.7% | +4.1% |
| 6M | -18.8% | -14.5% | -4.3% | -17.4% |
| YTD | -4.4% | -0.9% | -3.5% | -4.9% |
| 1Y | -21.9% | -13.5% | -8.3% | -20.8% |
| 3Y | -32.8% | +25.0% | -57.7% | -35.7% |
| 5Y | -34.6% | +22.7% | -57.2% | -38.2% |
| All | -25.0% | +221.1% | -246.1% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling