-33.6%
CLX vs DD
+47.1%
-80.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -3.5% | -0.6% | -3.0% | -3.5% |
| 30D | -11.9% | -7.4% | -4.4% | -11.0% |
| 3M | -2.6% | -6.4% | +3.8% | -1.9% |
| 6M | -18.2% | -2.5% | -15.7% | -18.2% |
| YTD | -5.9% | +10.2% | -16.1% | -7.2% |
| 1Y | -23.8% | +36.9% | -60.8% | -26.8% |
| 3Y | -33.6% | +47.0% | -80.6% | -38.8% |
| All | -33.6% | +47.1% | -80.7% | -38.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling