+8,398.6%
TPR vs CLX
+395.7%
+8,002.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +14.2% | +13.6% | +0.6% | +8.8% |
| 30D | +17.1% | +23.4% | -6.3% | +8.1% |
| 3M | -17.7% | -2.8% | -14.9% | -17.1% |
| 6M | -10.2% | +14.0% | -24.2% | -15.4% |
| YTD | +4.9% | +4.2% | +0.7% | +1.9% |
| 1Y | +36.1% | -1.2% | +37.3% | +34.6% |
| 3Y | +416.5% | -12.7% | +429.1% | +425.4% |
| 5Y | +254.8% | -26.5% | +281.3% | +274.4% |
| 10Y | +391.7% | +20.2% | +371.5% | +239.7% |
| All | +8,398.6% | +395.7% | +8,002.9% | +2,456.6% |
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 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