-80.5%
TE vs CLX
-9.8%
-70.7%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.0% |
| 7D | -19.1% | +9.5% | -28.6% | -19.1% |
| 30D | -34.1% | +30.7% | -64.8% | -34.3% |
| 3M | -60.1% | +4.2% | -64.4% | -60.3% |
| 6M | -66.0% | +22.1% | -88.1% | -66.1% |
| YTD | -71.4% | +14.1% | -85.5% | -71.5% |
| 1Y | -45.3% | +10.3% | -55.6% | -45.4% |
| 3Y | +9.1% | -7.8% | +16.9% | +10.3% |
| 5Y | -82.6% | -20.8% | -61.7% | -82.5% |
| All | -80.5% | -9.8% | -70.7% | -80.3% |
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 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