-19.1%
TE vs CLX
-35.1%
+16.0%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -3.1% |
| 7D | +15.0% | -4.9% | +19.9% | +14.8% |
| 30D | -7.5% | -15.8% | +8.3% | -8.3% |
| 3M | -42.0% | -7.9% | -34.0% | -41.9% |
| 6M | -31.4% | -19.0% | -12.4% | -30.0% |
| YTD | -26.5% | -7.9% | -18.6% | -27.1% |
| 1Y | +153.1% | -25.4% | +178.5% | +162.9% |
| All | -19.1% | -35.1% | +16.0% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling