+2,547.7%
CLX vs D
+2,488.7%
+59.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +12.4% | +6.9% | +5.5% | +10.0% |
| 30D | +21.1% | +12.3% | +8.8% | +16.6% |
| 3M | -3.3% | +3.0% | -6.4% | -4.3% |
| 6M | +18.8% | +12.8% | +6.0% | +14.0% |
| YTD | +3.9% | +22.6% | -18.7% | -3.1% |
| 1Y | -3.8% | +21.7% | -25.5% | -10.1% |
| 3Y | -10.5% | +83.9% | -94.4% | -27.6% |
| 5Y | -26.7% | +14.0% | -40.6% | -31.4% |
| 10Y | +19.9% | +45.6% | -25.7% | 0.0% |
| All | +2,547.7% | +2,488.7% | +59.0% | +568.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling