+31.8%
CLX vs DD
+97.1%
-65.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.2% |
| 7D | +9.5% | +5.0% | +4.5% | +9.0% |
| 30D | +30.7% | +19.7% | +11.0% | +28.2% |
| 3M | +4.2% | +7.2% | -3.0% | +3.4% |
| 6M | +22.1% | +1.0% | +21.1% | +21.7% |
| YTD | +14.1% | +29.1% | -15.0% | +10.9% |
| 1Y | +10.3% | +28.5% | -18.2% | +7.3% |
| 3Y | -7.8% | +89.4% | -97.3% | -14.4% |
| 5Y | -20.8% | +67.1% | -88.0% | -26.4% |
| All | +31.8% | +97.1% | -65.4% | +24.8% |
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