+2,336.0%
CLX vs D
+2,347.4%
-11.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.2% |
| 7D | -9.2% | +1.5% | -10.7% | -9.7% |
| 30D | -11.0% | -2.6% | -8.5% | -10.3% |
| 3M | +5.0% | 0.0% | +5.0% | +5.0% |
| 6M | -18.8% | +7.4% | -26.2% | -20.9% |
| YTD | -4.4% | +15.9% | -20.3% | -9.2% |
| 1Y | -21.9% | +18.1% | -40.0% | -26.4% |
| 3Y | -32.8% | +58.4% | -91.1% | -43.0% |
| 5Y | -34.6% | +5.2% | -39.8% | -37.2% |
| 10Y | -4.7% | +35.9% | -40.6% | -18.7% |
| All | +2,336.0% | +2,347.4% | -11.4% | +526.0% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling