+41.7%
TGT vs CLX
-35.7%
+77.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.2% | -0.9% |
| 7D | -5.0% | -5.9% | +0.8% | -3.4% |
| 30D | +3.0% | -17.0% | +20.1% | +8.7% |
| 3M | +22.6% | -9.6% | +32.2% | +26.0% |
| 6M | +31.2% | -21.5% | +52.7% | +39.9% |
| YTD | +63.7% | -8.8% | +72.5% | +66.0% |
| 1Y | +78.5% | -24.7% | +103.2% | +91.1% |
| All | +41.7% | -35.7% | +77.4% | +53.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling