+159.4%
CLX vs DG
+606.1%
-446.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -1.6% |
| 7D | -9.2% | +8.4% | -17.6% | -10.6% |
| 30D | -11.0% | +4.9% | -16.0% | -11.9% |
| 3M | +5.0% | +29.3% | -24.3% | +0.1% |
| 6M | -18.8% | -11.3% | -7.6% | -17.4% |
| YTD | -4.4% | +1.8% | -6.2% | -5.2% |
| 1Y | -21.9% | +25.3% | -47.2% | -25.5% |
| 3Y | -32.8% | +9.1% | -41.8% | -36.3% |
| 5Y | -34.6% | -34.9% | +0.3% | -31.9% |
| 10Y | -4.7% | +108.2% | -112.8% | -18.8% |
| All | +159.4% | +606.1% | -446.7% | +85.9% |
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