+182.7%
CLX vs DG
+612.5%
-429.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.3% | +0.8% |
| 7D | +13.6% | +1.1% | +12.5% | +13.3% |
| 30D | +23.4% | +9.5% | +13.9% | +21.2% |
| 3M | -2.8% | +5.5% | -8.3% | -4.0% |
| 6M | +14.0% | +16.1% | -2.1% | +10.5% |
| YTD | +4.2% | +2.7% | +1.5% | +3.1% |
| 1Y | -1.2% | +42.1% | -43.3% | -7.9% |
| 3Y | -12.7% | +19.3% | -31.9% | -18.8% |
| 5Y | -26.5% | -35.3% | +8.9% | -23.4% |
| 10Y | +20.2% | +123.9% | -103.7% | +1.3% |
| All | +182.7% | +612.5% | -429.8% | +102.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling