-32.0%
CLX vs D
+56.9%
-88.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.4% | +0.1% | -0.8% |
| 7D | -9.2% | +0.4% | -9.7% | -9.4% |
| 30D | -11.0% | -3.6% | -7.5% | -9.9% |
| 3M | +5.0% | -1.0% | +6.0% | +5.4% |
| 6M | -18.8% | +6.3% | -25.1% | -20.8% |
| YTD | -4.4% | +14.7% | -19.1% | -9.4% |
| 1Y | -21.9% | +16.9% | -38.8% | -26.6% |
| All | -32.0% | +56.9% | -88.9% | -45.1% |
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