+29.3%
CLX vs D
+44.7%
-15.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +13.6% | +2.4% | +11.3% | +12.7% |
| 30D | +29.1% | +10.9% | +18.1% | +24.5% |
| 3M | +1.6% | +2.8% | -1.3% | +0.6% |
| 6M | +18.7% | +12.7% | +6.0% | +13.7% |
| YTD | +11.1% | +20.3% | -9.2% | +3.9% |
| 1Y | +7.0% | +17.1% | -10.1% | +1.0% |
| 3Y | -10.0% | +75.1% | -85.1% | -26.4% |
| 5Y | -22.6% | +13.1% | -35.8% | -27.2% |
| 10Y | +29.3% | +48.3% | -18.9% | +2.7% |
| All | +29.3% | +44.7% | -15.4% | +2.7% |
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