-34.0%
CLX vs DAR
-11.0%
-23.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.5% | -1.3% |
| 7D | -9.2% | +1.4% | -10.6% | -9.3% |
| 30D | -11.0% | +12.8% | -23.8% | -11.5% |
| 3M | +5.0% | +7.4% | -2.3% | +4.7% |
| 6M | -18.8% | +22.3% | -41.1% | -19.8% |
| YTD | -4.4% | +81.1% | -85.5% | -7.7% |
| 1Y | -21.9% | +106.5% | -128.3% | -25.2% |
| 3Y | -32.8% | +5.3% | -38.1% | -34.2% |
| All | -34.0% | -11.0% | -23.1% | -33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling