+131.2%
TLT vs CLX
+386.9%
-255.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.1% |
| 7D | -0.4% | -9.2% | +8.8% | -0.7% |
| 30D | -0.6% | -11.0% | +10.5% | -0.9% |
| 3M | -2.7% | +5.0% | -7.8% | -2.5% |
| 6M | -5.6% | -18.8% | +13.2% | -6.2% |
| YTD | -2.8% | -4.4% | +1.6% | -2.8% |
| 1Y | -1.4% | -21.9% | +20.4% | -2.1% |
| 3Y | -1.6% | -32.8% | +31.2% | -2.7% |
| 5Y | -33.8% | -34.6% | +0.7% | -34.6% |
| 10Y | -21.1% | -4.7% | -16.5% | -18.0% |
| All | +131.2% | +386.9% | -255.6% | +184.8% |
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 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