-48.5%
TE vs CLX
-25.6%
-22.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.6% | +11.6% | +10.0% |
| 7D | +18.2% | -3.5% | +21.8% | +18.2% |
| 30D | -13.5% | -11.9% | -1.6% | -13.6% |
| 3M | -44.6% | -2.6% | -42.0% | -44.6% |
| 6M | -24.7% | -18.2% | -6.5% | -24.1% |
| YTD | -24.3% | -5.9% | -18.3% | -24.4% |
| 1Y | +155.6% | -23.8% | +179.4% | +158.7% |
| 3Y | -18.3% | -33.6% | +15.3% | -17.3% |
| 5Y | -41.3% | -35.7% | -5.6% | -40.9% |
| All | -48.5% | -25.6% | -22.9% | -47.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling