-12.9%
CLX vs DECK
-12.4%
-0.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | +12.4% | +6.0% | +6.4% | +11.6% |
| 30D | +21.1% | +7.4% | +13.7% | +20.0% |
| 3M | -3.3% | -11.7% | +8.3% | -2.1% |
| 6M | +18.8% | -11.0% | +29.8% | +20.4% |
| YTD | +3.9% | -15.4% | +19.3% | +5.5% |
| 1Y | -3.8% | +7.2% | -11.1% | -3.7% |
| All | -12.9% | -12.4% | -0.6% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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