-1.4%
CLX vs DD
+64.9%
-66.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.6% | +0.4% | -1.9% |
| 7D | -4.9% | -3.8% | -1.2% | -4.6% |
| 30D | -15.8% | -9.2% | -6.6% | -15.0% |
| 3M | -7.9% | -9.0% | +1.1% | -7.1% |
| 6M | -19.0% | -5.0% | -14.1% | -18.8% |
| YTD | -7.9% | +7.4% | -15.3% | -8.7% |
| 1Y | -25.4% | +35.1% | -60.5% | -27.7% |
| 3Y | -35.0% | +43.2% | -78.2% | -38.0% |
| 5Y | -36.8% | +59.6% | -96.4% | -40.7% |
| 10Y | -1.4% | +66.5% | -68.0% | -7.7% |
| All | -1.4% | +64.9% | -66.4% | -7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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