+234.9%
TPR vs CLX
-20.8%
+255.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.5% |
| 7D | -0.3% | +9.5% | -9.8% | -2.6% |
| 30D | +15.1% | +30.7% | -15.6% | +7.7% |
| 3M | +3.5% | +4.2% | -0.7% | +2.2% |
| 6M | +0.4% | +22.1% | -21.7% | -4.9% |
| YTD | +4.6% | +14.1% | -9.5% | +0.6% |
| 1Y | +33.1% | +10.3% | +22.8% | +28.9% |
| 3Y | +396.0% | -7.8% | +403.8% | +394.2% |
| All | +234.9% | -20.8% | +255.8% | +233.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling