-34.0%
CLX vs D
+4.5%
-38.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.0% |
| 3M | +5.0% | -1.0% | +6.0% | +5.3% |
| 6M | -18.8% | +6.3% | -25.1% | -20.7% |
| YTD | -4.4% | +14.7% | -19.1% | -9.1% |
| 1Y | -21.9% | +16.9% | -38.8% | -26.3% |
| 3Y | -32.8% | +56.8% | -89.6% | -42.9% |
| All | -34.0% | +4.5% | -38.5% | -33.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling