-48.5%
TE vs CLX
-37.2%
-11.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -0.9% | -5.8% | -6.7% |
| 7D | +0.9% | -5.9% | +6.7% | +0.9% |
| 30D | -16.3% | -17.0% | +0.8% | -16.3% |
| 3M | -40.8% | -9.6% | -31.2% | -40.6% |
| 6M | -42.6% | -21.5% | -21.1% | -41.8% |
| YTD | -31.4% | -8.8% | -22.6% | -31.7% |
| 1Y | +144.9% | -24.7% | +169.6% | +149.4% |
| 3Y | -26.0% | -35.6% | +9.6% | -24.4% |
| 5Y | -48.5% | -37.6% | -10.8% | -47.2% |
| All | -48.5% | -37.2% | -11.3% | -47.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling