+6.7%
CLX vs D
+17.0%
-10.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +13.6% | +2.4% | +11.3% | +12.5% |
| 30D | +29.1% | +10.9% | +18.1% | +23.8% |
| 3M | +1.6% | +2.8% | -1.3% | -0.2% |
| 6M | +18.7% | +12.7% | +6.0% | +13.3% |
| YTD | +11.1% | +20.3% | -9.2% | +3.7% |
| All | +6.7% | +17.0% | -10.3% | +1.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling