+145.2%
TE vs CLX
-25.9%
+171.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +0.2% |
| 7D | +0.2% | -5.7% | +5.9% | -1.9% |
| 30D | -5.9% | -17.0% | +11.1% | -12.4% |
| 3M | -45.6% | -9.7% | -35.9% | -46.4% |
| 6M | -43.4% | -19.8% | -23.5% | -45.0% |
| YTD | -31.0% | -9.8% | -21.1% | -31.1% |
| 1Y | +145.2% | -26.2% | +171.4% | +147.6% |
| All | +145.2% | -25.9% | +171.1% | +147.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling