-23.8%
CLX vs DRI
+4.8%
-28.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -1.0% |
| 7D | -3.5% | -1.2% | -2.3% | -3.2% |
| 30D | -11.9% | -0.4% | -11.5% | -11.9% |
| 3M | -2.6% | +9.5% | -12.1% | -5.2% |
| 6M | -18.2% | +6.5% | -24.6% | -19.9% |
| YTD | -5.9% | +18.4% | -24.3% | -9.9% |
| 1Y | -23.8% | +4.2% | -28.0% | -26.8% |
| All | -23.8% | +4.8% | -28.7% | -26.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling