+6,432.7%
TRV vs CLX
+2,294.7%
+4,138.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | +0.2% | -4.9% | +5.1% | +1.6% |
| 30D | -2.3% | -15.8% | +13.5% | +2.3% |
| 3M | +22.7% | -7.9% | +30.6% | +25.0% |
| 6M | +21.9% | -19.0% | +41.0% | +28.1% |
| YTD | +27.5% | -7.9% | +35.4% | +28.9% |
| 1Y | +36.2% | -25.4% | +61.6% | +45.9% |
| 3Y | +140.6% | -35.0% | +175.6% | +165.3% |
| 5Y | +154.5% | -36.8% | +191.3% | +176.4% |
| 10Y | +295.4% | -1.4% | +296.9% | +257.3% |
| All | +6,432.7% | +2,294.7% | +4,138.0% | +2,466.8% |
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