-27.4%
CLX vs TXG
+16.0%
-43.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.3% |
| 7D | -9.2% | +1.8% | -11.0% | -9.3% |
| 30D | -11.0% | +32.0% | -43.1% | -12.0% |
| 3M | +5.0% | +87.0% | -82.0% | +2.3% |
| 6M | -18.8% | +180.1% | -198.9% | -22.3% |
| YTD | -4.4% | +284.1% | -288.5% | -9.6% |
| 1Y | -21.9% | +361.7% | -383.5% | -26.7% |
| 3Y | -32.8% | +15.9% | -48.7% | -34.8% |
| 5Y | -34.6% | -66.2% | +31.6% | -37.8% |
| All | -27.4% | +16.0% | -43.5% | -33.8% |
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