+131.4%
TLT vs CLX
+460.1%
-328.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.6% | -5.5% | +0.2% |
| 7D | +0.3% | +17.4% | -17.1% | +0.7% |
| 30D | +5.1% | +27.8% | -22.7% | +5.7% |
| 3M | -0.2% | +3.0% | -3.2% | -0.2% |
| 6M | -2.9% | +17.5% | -20.4% | -2.5% |
| YTD | -2.7% | +10.0% | -12.7% | -2.4% |
| 1Y | -4.6% | +3.3% | -7.9% | -4.5% |
| 3Y | +6.1% | -10.1% | +16.2% | +5.9% |
| 5Y | -35.1% | -23.7% | -11.4% | -35.7% |
| 10Y | -12.5% | +24.9% | -37.4% | -7.2% |
| All | +131.4% | +460.1% | -328.7% | +186.0% |
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