+128.5%
TLT vs CLX
+467.2%
-338.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | +0.1% |
| 7D | -1.0% | +7.8% | -8.8% | -0.9% |
| 30D | +3.7% | +28.5% | -24.8% | +4.3% |
| 3M | -0.8% | +1.3% | -2.1% | -0.8% |
| 6M | -3.6% | +23.4% | -26.9% | -3.0% |
| YTD | -3.9% | +11.4% | -15.3% | -3.6% |
| 1Y | -6.2% | +6.9% | -13.1% | -6.0% |
| 3Y | +4.2% | -9.8% | +13.9% | +4.0% |
| 5Y | -34.7% | -22.7% | -12.0% | -35.2% |
| 10Y | -11.8% | +28.7% | -40.6% | -6.3% |
| All | +128.5% | +467.2% | -338.7% | +182.5% |
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 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