-6.3%
TLT vs CLX
+6.7%
-12.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.4% |
| 7D | -0.3% | +13.6% | -13.9% | -1.4% |
| 30D | +3.7% | +29.1% | -25.3% | +1.4% |
| 3M | -0.7% | +1.6% | -2.3% | -1.3% |
| 6M | -4.2% | +18.7% | -22.9% | -5.8% |
| YTD | -4.0% | +11.1% | -15.1% | -5.6% |
| All | -6.3% | +6.7% | -12.9% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling