-13.4%
CLX vs TXG
+7.8%
-21.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.7% | +1.2% |
| 7D | +9.5% | -1.8% | +11.3% | +9.6% |
| 30D | +30.7% | -20.4% | +51.1% | +31.5% |
| 3M | +4.2% | +0.1% | +4.2% | +3.7% |
| 6M | +22.1% | +176.2% | -154.1% | +16.6% |
| YTD | +14.1% | +256.8% | -242.7% | +7.7% |
| 1Y | +10.3% | +255.9% | -245.6% | +4.1% |
| 3Y | -7.8% | +60.2% | -68.0% | -11.8% |
| 5Y | -20.8% | -65.1% | +44.2% | -24.9% |
| All | -13.4% | +7.8% | -21.2% | -21.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling