+2,336.0%
CLX vs TXT
+2,070.1%
+265.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -9.2% | -4.8% | -4.5% | -8.6% |
| 30D | -11.0% | -10.6% | -0.4% | -9.7% |
| 3M | +5.0% | -13.2% | +18.2% | +7.0% |
| 6M | -18.8% | -20.3% | +1.5% | -16.4% |
| YTD | -4.4% | -9.3% | +4.8% | -3.3% |
| 1Y | -21.9% | -2.7% | -19.2% | -21.8% |
| 3Y | -32.8% | +1.4% | -34.1% | -33.6% |
| 5Y | -34.6% | +9.6% | -44.1% | -36.7% |
| 10Y | -4.7% | +94.9% | -99.6% | -19.5% |
| All | +2,336.0% | +2,070.1% | +265.9% | +894.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling