+8.6%
CLX vs DRI
+36.6%
-28.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.7% | +1.4% |
| 7D | +8.5% | -0.3% | +8.9% | +8.7% |
| 30D | +30.0% | +10.8% | +19.1% | +25.6% |
| 3M | +3.8% | +0.9% | +2.9% | +3.2% |
| 6M | +24.6% | +16.3% | +8.3% | +18.2% |
| YTD | +12.8% | +27.8% | -15.0% | +4.5% |
| 1Y | +8.6% | +33.9% | -25.3% | -1.4% |
| All | +8.6% | +36.6% | -28.1% | -1.4% |
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