-1.2%
CLX vs D
+19.8%
-21.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +13.6% | +3.0% | +10.6% | +12.2% |
| 30D | +23.4% | +11.5% | +11.9% | +18.0% |
| 3M | -2.8% | +3.7% | -6.6% | -4.8% |
| 6M | +14.0% | +13.5% | +0.4% | +8.3% |
| YTD | +4.2% | +20.7% | -16.5% | -3.3% |
| 1Y | -1.2% | +18.2% | -19.4% | -7.3% |
| All | -1.2% | +19.8% | -21.0% | -7.3% |
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