-20.8%
TLT vs CLX
-2.6%
-18.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.2% | -1.1% |
| 7D | -1.6% | -5.9% | +4.3% | -1.3% |
| 30D | -1.3% | -17.0% | +15.7% | -0.4% |
| 3M | -3.7% | -9.6% | +5.9% | -3.3% |
| 6M | -6.4% | -21.5% | +15.2% | -5.4% |
| YTD | -4.5% | -8.8% | +4.3% | -4.2% |
| 1Y | -5.9% | -24.7% | +18.8% | -4.7% |
| 3Y | -2.8% | -35.6% | +32.8% | -1.3% |
| 5Y | -35.1% | -37.6% | +2.6% | -34.3% |
| All | -20.8% | -2.6% | -18.2% | -22.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling