+240.4%
TPR vs CLX
-34.6%
+275.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | -2.3% | -9.2% | +6.9% | 0.0% |
| 30D | -23.0% | -11.0% | -11.9% | -20.8% |
| 3M | -12.5% | +5.0% | -17.5% | -13.7% |
| 6M | -21.4% | -18.8% | -2.6% | -17.9% |
| YTD | -3.5% | -4.4% | +0.9% | -2.9% |
| 1Y | +17.4% | -21.9% | +39.2% | +23.3% |
| 3Y | +291.3% | -32.8% | +324.0% | +319.6% |
| All | +240.4% | -34.6% | +275.0% | +248.1% |
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