+1,600.1%
CLX vs DRI
+8,070.6%
-6,470.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +7.8% | -0.7% | +8.5% | +7.9% |
| 30D | +28.5% | +14.7% | +13.8% | +26.6% |
| 3M | +1.3% | +5.4% | -4.1% | +0.7% |
| 6M | +23.4% | +18.8% | +4.5% | +20.9% |
| YTD | +11.4% | +28.4% | -17.0% | +8.1% |
| 1Y | +6.9% | +37.7% | -30.7% | +3.0% |
| 3Y | -9.8% | +68.0% | -77.7% | -15.4% |
| 5Y | -22.7% | +78.8% | -101.5% | -28.4% |
| 10Y | +28.7% | +334.2% | -305.4% | +0.7% |
| All | +1,600.1% | +8,070.6% | -6,470.5% | +759.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling