+31.8%
CLX vs DRI
+331.7%
-300.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | +9.5% | +1.1% | +8.4% | +9.5% |
| 30D | +30.7% | +9.7% | +21.0% | +30.2% |
| 3M | +4.2% | +3.2% | +1.1% | +4.1% |
| 6M | +22.1% | +20.6% | +1.5% | +21.2% |
| YTD | +14.1% | +28.3% | -14.2% | +13.1% |
| 1Y | +10.3% | +34.5% | -24.2% | +9.2% |
| 3Y | -7.8% | +66.5% | -74.3% | -8.9% |
| 5Y | -20.8% | +79.6% | -100.5% | -22.0% |
| All | +31.8% | +331.7% | -300.0% | +36.5% |
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