-12.7%
CLX vs DRI
+66.4%
-79.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | +13.6% | +2.8% | +10.8% | +12.8% |
| 30D | +23.4% | +13.3% | +10.1% | +19.7% |
| 3M | -2.8% | +8.2% | -11.0% | -4.8% |
| 6M | +14.0% | +17.5% | -3.6% | +9.5% |
| YTD | +4.2% | +26.9% | -22.7% | -1.6% |
| 1Y | -1.2% | +31.6% | -32.7% | -7.4% |
| 3Y | -12.7% | +67.0% | -79.6% | -23.1% |
| All | -12.7% | +66.4% | -79.1% | -23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling