-10.1%
CLX vs DD
+90.7%
-100.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.9% | -0.3% | +4.7% |
| 7D | +17.4% | +9.8% | +7.6% | +15.8% |
| 30D | +27.8% | +19.3% | +8.4% | +24.7% |
| 3M | +3.0% | +9.4% | -6.4% | +1.6% |
| 6M | +17.5% | +4.8% | +12.7% | +16.4% |
| YTD | +10.0% | +30.2% | -20.3% | +6.3% |
| 1Y | +3.3% | +32.2% | -28.9% | -0.4% |
| 3Y | -10.1% | +93.1% | -103.2% | -19.2% |
| All | -10.1% | +90.7% | -100.8% | -19.2% |
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