+2,702.5%
CLX vs DD
+1,151.9%
+1,550.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.9% | -0.3% | +4.6% |
| 7D | +17.4% | +9.8% | +7.6% | +15.5% |
| 30D | +27.8% | +19.3% | +8.4% | +24.0% |
| 3M | +3.0% | +9.4% | -6.4% | +1.4% |
| 6M | +17.5% | +4.8% | +12.7% | +16.3% |
| YTD | +10.0% | +30.2% | -20.3% | +4.7% |
| 1Y | +3.3% | +32.2% | -28.9% | -2.0% |
| 3Y | -10.1% | +93.1% | -103.2% | -21.2% |
| 5Y | -23.7% | +68.0% | -91.7% | -32.4% |
| 10Y | +24.9% | +98.5% | -73.6% | +2.0% |
| All | +2,702.5% | +1,151.9% | +1,550.6% | +1,119.8% |
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 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