-26.9%
CLX vs TXT
+7.8%
-34.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.0% | +2.2% | +0.6% |
| 7D | +13.6% | -2.5% | +16.1% | +14.0% |
| 30D | +23.4% | +14.4% | +9.0% | +20.4% |
| 3M | -2.8% | -4.9% | +2.1% | -2.2% |
| 6M | +14.0% | -10.2% | +24.2% | +15.6% |
| YTD | +4.2% | -4.1% | +8.3% | +4.6% |
| 1Y | -1.2% | +4.0% | -5.1% | -2.0% |
| 3Y | -12.7% | +8.0% | -20.6% | -15.0% |
| All | -26.9% | +7.8% | -34.7% | -31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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