-26.7%
CLX vs DECK
+25.8%
-52.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.1% | +0.7% |
| 7D | +12.4% | +6.0% | +6.4% | +11.7% |
| 30D | +21.1% | +7.4% | +13.7% | +20.1% |
| 3M | -3.3% | -11.7% | +8.3% | -2.1% |
| 6M | +18.8% | -11.0% | +29.8% | +20.2% |
| YTD | +3.9% | -15.4% | +19.3% | +5.4% |
| 1Y | -3.8% | +7.2% | -11.1% | -4.1% |
| 3Y | -10.5% | -11.8% | +1.3% | -12.4% |
| 5Y | -26.7% | +24.3% | -51.0% | -38.3% |
| All | -26.7% | +25.8% | -52.5% | -38.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling