-2.5%
CLX vs DRI
+350.3%
-352.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -1.5% |
| 7D | -3.5% | -1.2% | -2.3% | -3.5% |
| 30D | -11.9% | -0.4% | -11.5% | -11.9% |
| 3M | -2.6% | +9.5% | -12.1% | -2.9% |
| 6M | -18.2% | +6.5% | -24.6% | -18.4% |
| YTD | -5.9% | +18.4% | -24.3% | -6.4% |
| 1Y | -23.8% | +4.2% | -28.0% | -24.0% |
| 3Y | -33.6% | +57.1% | -90.7% | -34.2% |
| 5Y | -35.7% | +70.4% | -106.1% | -36.4% |
| 10Y | -2.5% | +354.0% | -356.6% | -4.1% |
| All | -2.5% | +350.3% | -352.8% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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