+2,730.9%
CLX vs DD
+1,166.0%
+1,565.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.8% |
| 7D | +13.6% | +2.2% | +11.4% | +13.2% |
| 30D | +29.1% | +20.7% | +8.4% | +25.0% |
| 3M | +1.6% | +11.3% | -9.7% | -0.3% |
| 6M | +18.7% | +6.0% | +12.7% | +17.3% |
| YTD | +11.1% | +31.7% | -20.6% | +5.5% |
| 1Y | +7.0% | +32.2% | -25.2% | +1.6% |
| 3Y | -10.0% | +92.7% | -102.7% | -21.1% |
| 5Y | -22.6% | +72.1% | -94.7% | -31.7% |
| 10Y | +29.3% | +99.7% | -70.3% | +5.6% |
| All | +2,730.9% | +1,166.0% | +1,565.0% | +1,129.8% |
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