-7.4%
TLT vs CLX
+7.9%
-15.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.7% | -1.6% |
| 7D | -2.7% | +8.5% | -11.2% | -3.4% |
| 30D | +2.2% | +30.0% | -27.8% | -0.2% |
| 3M | -1.7% | +3.8% | -5.5% | -2.6% |
| 6M | -4.0% | +24.6% | -28.6% | -5.8% |
| YTD | -4.9% | +12.8% | -17.7% | -6.7% |
| 1Y | -7.4% | +8.6% | -16.0% | -8.8% |
| All | -7.4% | +7.9% | -15.3% | -8.8% |
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