-12.9%
CLX vs D
+82.3%
-95.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +12.4% | +6.9% | +5.5% | +9.6% |
| 30D | +21.1% | +12.3% | +8.8% | +16.0% |
| 3M | -3.3% | +3.0% | -6.4% | -4.6% |
| 6M | +18.8% | +12.8% | +6.0% | +13.4% |
| YTD | +3.9% | +22.6% | -18.7% | -3.8% |
| 1Y | -3.8% | +21.7% | -25.5% | -10.8% |
| All | -12.9% | +82.3% | -95.2% | -26.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling