-37.6%
CLX vs DGX
+59.5%
-97.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.4% |
| 7D | -5.9% | -3.5% | -2.4% | -4.8% |
| 30D | -17.0% | -2.7% | -14.4% | -16.3% |
| 3M | -9.6% | +13.9% | -23.5% | -13.2% |
| 6M | -21.5% | +16.0% | -37.5% | -25.1% |
| YTD | -8.8% | +34.9% | -43.7% | -16.9% |
| 1Y | -24.7% | +30.6% | -55.2% | -30.8% |
| 3Y | -35.6% | +93.0% | -128.6% | -47.7% |
| 5Y | -37.6% | +64.4% | -102.0% | -48.7% |
| All | -37.6% | +59.5% | -97.1% | -48.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling