-30.8%
CLX vs TXG
+22.9%
-53.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.4% | -0.9% |
| 7D | -5.9% | +5.0% | -10.9% | -6.0% |
| 30D | -17.0% | +13.5% | -30.5% | -17.5% |
| 3M | -9.6% | +128.0% | -137.6% | -12.5% |
| 6M | -21.5% | +224.4% | -246.0% | -25.2% |
| YTD | -8.8% | +307.0% | -315.8% | -13.9% |
| 1Y | -24.7% | +427.2% | -451.9% | -29.7% |
| 3Y | -35.6% | +40.2% | -75.8% | -38.0% |
| 5Y | -37.6% | -64.0% | +26.4% | -40.8% |
| All | -30.8% | +22.9% | -53.7% | -37.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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