+234.1%
TER vs CLX
-25.2%
+259.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-09 to 2026-09-09.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.2% | +5.3% | +2.7% |
| 7D | +12.4% | -4.9% | +17.3% | +11.3% |
| 30D | +5.1% | -15.8% | +20.9% | +1.6% |
| 3M | +4.0% | -7.9% | +11.9% | +3.4% |
| 6M | +29.5% | -19.0% | +48.6% | +25.0% |
| YTD | +98.5% | -7.9% | +106.4% | +122.6% |
| 1Y | +234.1% | -25.4% | +259.5% | +190.4% |
| All | +234.1% | -25.2% | +259.2% | +190.4% |
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 2025-09-09 to 2026-09-09: 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…
2025-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling