+6,175.2%
TGT vs CLX
+2,347.6%
+3,827.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -0.5% |
| 7D | -0.6% | -3.5% | +2.9% | +0.5% |
| 30D | +9.5% | -11.9% | +21.4% | +14.1% |
| 3M | +32.3% | -2.6% | +34.9% | +33.1% |
| 6M | +37.0% | -18.2% | +55.2% | +45.2% |
| YTD | +71.0% | -5.9% | +76.9% | +72.7% |
| 1Y | +85.0% | -23.8% | +108.9% | +99.9% |
| 3Y | +46.8% | -33.6% | +80.4% | +63.7% |
| 5Y | -22.7% | -35.7% | +12.9% | -14.2% |
| 10Y | +216.3% | -2.5% | +218.8% | +194.5% |
| All | +6,175.2% | +2,347.6% | +3,827.7% | +1,965.1% |
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