-14.9%
CLX vs DG
+19.0%
-33.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.7% |
| 7D | +13.6% | +1.1% | +12.5% | +13.4% |
| 30D | +23.4% | +9.5% | +13.9% | +21.9% |
| 3M | -2.8% | +5.5% | -8.3% | -3.6% |
| 6M | +14.0% | +16.1% | -2.1% | +11.7% |
| YTD | +4.2% | +2.7% | +1.5% | +3.3% |
| 1Y | -1.2% | +42.1% | -43.3% | -4.0% |
| All | -14.9% | +19.0% | -33.9% | -18.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling