-11.5%
CLX vs TW
+298.0%
-309.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +8.5% | +3.2% | +5.3% | +8.1% |
| 30D | +30.0% | +19.7% | +10.3% | +27.0% |
| 3M | +3.8% | +26.8% | -23.0% | +0.5% |
| 6M | +24.6% | +20.9% | +3.8% | +21.3% |
| YTD | +12.8% | +22.9% | -10.1% | +9.0% |
| 1Y | +8.6% | +20.4% | -11.8% | +5.3% |
| 3Y | -8.6% | +42.9% | -51.5% | -14.1% |
| 5Y | -21.8% | +40.2% | -62.0% | -27.3% |
| All | -11.5% | +298.0% | -309.6% | -25.8% |
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