-35.7%
CLX vs DRI
+70.3%
-106.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.8% | +0.3% | -1.2% |
| 7D | -3.5% | -1.2% | -2.3% | -3.3% |
| 30D | -11.9% | -0.4% | -11.5% | -11.8% |
| 3M | -2.6% | +9.5% | -12.1% | -4.4% |
| 6M | -18.2% | +6.5% | -24.6% | -19.3% |
| YTD | -5.9% | +18.4% | -24.3% | -9.1% |
| 1Y | -23.8% | +4.2% | -28.0% | -24.9% |
| 3Y | -33.6% | +57.1% | -90.7% | -39.4% |
| 5Y | -35.7% | +70.4% | -106.1% | -43.4% |
| All | -35.7% | +70.3% | -106.0% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling