+219.1%
TER vs CLX
-35.2%
+254.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.6% | +5.8% | +4.3% |
| 7D | +11.0% | -3.5% | +14.5% | +11.1% |
| 30D | -1.9% | -11.9% | +10.0% | -1.5% |
| 3M | -0.7% | -2.6% | +2.0% | -0.9% |
| 6M | +36.4% | -18.2% | +54.5% | +37.9% |
| YTD | +92.4% | -5.9% | +98.3% | +93.5% |
| 1Y | +213.5% | -23.8% | +237.4% | +220.2% |
| 3Y | +277.2% | -33.6% | +310.8% | +285.9% |
| 5Y | +219.1% | -35.7% | +254.8% | +205.0% |
| All | +219.1% | -35.2% | +254.3% | +205.0% |
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