-10.0%
CLX vs D
+74.4%
-84.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.4% |
| 7D | +7.8% | -2.4% | +10.2% | +8.8% |
| 30D | +28.5% | +9.0% | +19.5% | +24.4% |
| 3M | +1.3% | +1.0% | +0.4% | +0.8% |
| 6M | +23.4% | +11.0% | +12.4% | +18.5% |
| YTD | +11.4% | +19.8% | -8.4% | +3.9% |
| 1Y | +6.9% | +16.0% | -9.0% | +0.9% |
| All | -10.0% | +74.4% | -84.4% | -24.0% |
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 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