-2.5%
CLX vs DAR
+367.0%
-369.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.9% | -4.5% | -1.7% |
| 7D | -3.5% | -0.9% | -2.7% | -3.5% |
| 30D | -11.9% | +13.0% | -24.8% | -12.3% |
| 3M | -2.6% | +15.0% | -17.6% | -3.2% |
| 6M | -18.2% | +26.8% | -45.0% | -19.2% |
| YTD | -5.9% | +86.4% | -92.3% | -8.8% |
| 1Y | -23.8% | +115.1% | -138.9% | -26.8% |
| 3Y | -33.6% | +14.6% | -48.2% | -34.9% |
| 5Y | -35.7% | -8.8% | -26.9% | -36.6% |
| 10Y | -2.5% | +356.5% | -359.0% | -20.0% |
| All | -2.5% | +367.0% | -369.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling