-2.9%
CLX vs D
+34.8%
-37.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| 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% | -21.0% |
| YTD | -4.4% | +15.9% | -20.3% | -9.4% |
| 1Y | -21.9% | +18.1% | -40.0% | -26.6% |
| 3Y | -32.8% | +58.4% | -91.1% | -43.4% |
| 5Y | -34.6% | +5.2% | -39.8% | -37.0% |
| All | -2.9% | +34.8% | -37.7% | -20.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling