+31.8%
CLX vs DG
+105.2%
-73.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | +30.7% | +3.2% | +27.5% | +29.7% |
| 3M | +4.2% | +10.4% | -6.2% | +1.9% |
| 6M | +22.1% | +33.2% | -11.0% | +14.5% |
| YTD | +14.1% | +3.0% | +11.1% | +12.6% |
| 1Y | +10.3% | +31.2% | -20.9% | +3.4% |
| 3Y | -7.8% | +21.8% | -29.6% | -15.9% |
| 5Y | -20.8% | -35.0% | +14.1% | -15.4% |
| All | +31.8% | +105.2% | -73.4% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling