-38.9%
CLX vs TXG
-62.8%
+23.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.3% | -4.5% | -1.3% |
| 7D | -5.7% | +9.5% | -15.2% | -6.1% |
| 30D | -17.0% | +18.8% | -35.8% | -17.7% |
| 3M | -9.7% | +136.1% | -145.8% | -13.5% |
| 6M | -19.8% | +235.2% | -255.1% | -24.7% |
| YTD | -9.8% | +320.5% | -330.4% | -16.3% |
| 1Y | -26.2% | +425.2% | -451.4% | -32.3% |
| 3Y | -36.2% | +42.9% | -79.1% | -38.7% |
| All | -38.9% | -62.8% | +23.9% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling