-35.7%
CLX vs DG
-37.3%
+1.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -1.0% |
| 7D | -3.5% | -2.5% | -1.1% | -3.2% |
| 30D | -11.9% | +1.0% | -12.9% | -12.1% |
| 3M | -2.6% | +20.3% | -22.9% | -5.5% |
| 6M | -18.2% | -11.7% | -6.4% | -17.1% |
| YTD | -5.9% | -2.3% | -3.6% | -6.0% |
| 1Y | -23.8% | +20.0% | -43.8% | -26.2% |
| 3Y | -33.6% | +7.2% | -40.8% | -36.2% |
| 5Y | -35.7% | -37.9% | +2.3% | -30.7% |
| All | -35.7% | -37.3% | +1.6% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling