+2,336.0%
CLX vs DD
+961.9%
+1,374.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.4% |
| 7D | -9.2% | -3.5% | -5.7% | -8.7% |
| 30D | -11.0% | -10.3% | -0.7% | -9.4% |
| 3M | +5.0% | -7.5% | +12.6% | +6.3% |
| 6M | -18.8% | -8.0% | -10.8% | -18.0% |
| YTD | -4.4% | +10.5% | -14.9% | -6.4% |
| 1Y | -21.9% | +38.3% | -60.1% | -26.5% |
| 3Y | -32.8% | +42.5% | -75.2% | -38.0% |
| 5Y | -34.6% | +60.2% | -94.7% | -41.6% |
| 10Y | -4.7% | +68.9% | -73.6% | -20.0% |
| All | +2,336.0% | +961.9% | +1,374.1% | +990.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling