+201.5%
CLX vs DG
+631.4%
-430.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.6% | +0.9% |
| 7D | +13.6% | +5.2% | +8.4% | +12.6% |
| 30D | +29.1% | +7.9% | +21.1% | +27.2% |
| 3M | +1.6% | +12.7% | -11.1% | -0.8% |
| 6M | +18.7% | +22.4% | -3.7% | +14.0% |
| YTD | +11.1% | +5.4% | +5.7% | +9.4% |
| 1Y | +7.0% | +39.4% | -32.4% | +0.1% |
| 3Y | -10.0% | +24.1% | -34.1% | -16.9% |
| 5Y | -22.6% | -32.2% | +9.5% | -20.1% |
| 10Y | +29.3% | +111.8% | -82.5% | +9.6% |
| All | +201.5% | +631.4% | -430.0% | +114.4% |
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