-4.4%
CLX vs DGX
+255.3%
-259.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.6% |
| 7D | -5.7% | -0.9% | -4.8% | -5.5% |
| 30D | -17.0% | -1.2% | -15.9% | -16.8% |
| 3M | -9.7% | +15.8% | -25.5% | -13.2% |
| 6M | -19.8% | +18.2% | -38.0% | -23.4% |
| YTD | -9.8% | +37.2% | -47.1% | -17.1% |
| 1Y | -26.2% | +30.4% | -56.5% | -31.3% |
| 3Y | -36.2% | +96.7% | -132.9% | -46.8% |
| 5Y | -38.3% | +67.2% | -105.5% | -47.1% |
| All | -4.4% | +255.3% | -259.7% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 10y: compounded portfolio wealth divided by compounded DGX 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…
10y analysis · Full analysis span regression · 6 months rolling