+737.3%
CLX vs DGX
+8,796.3%
-8,059.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | -3.5% | -0.3% | -3.2% | -3.5% |
| 30D | -11.9% | -1.2% | -10.7% | -11.7% |
| 3M | -2.6% | +19.9% | -22.5% | -5.7% |
| 6M | -18.2% | +19.2% | -37.4% | -20.7% |
| YTD | -5.9% | +37.5% | -43.4% | -11.0% |
| 1Y | -23.8% | +31.3% | -55.1% | -27.5% |
| 3Y | -33.6% | +96.6% | -130.2% | -41.1% |
| 5Y | -35.7% | +64.3% | -99.9% | -41.6% |
| 10Y | -2.5% | +241.1% | -243.6% | -22.2% |
| All | +737.3% | +8,796.3% | -8,059.0% | +306.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling