+1,578.9%
CLX vs DRI
+8,100.2%
-6,521.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.5% | +4.1% | +5.4% |
| 7D | +17.4% | +3.1% | +14.3% | +17.0% |
| 30D | +27.8% | +16.2% | +11.5% | +25.6% |
| 3M | +3.0% | +8.4% | -5.4% | +2.0% |
| 6M | +17.5% | +19.0% | -1.5% | +15.1% |
| YTD | +10.0% | +28.8% | -18.8% | +6.7% |
| 1Y | +3.3% | +33.1% | -29.8% | -0.2% |
| 3Y | -10.1% | +70.8% | -80.9% | -15.9% |
| 5Y | -23.7% | +74.2% | -98.0% | -29.2% |
| 10Y | +24.9% | +345.5% | -320.6% | -2.7% |
| All | +1,578.9% | +8,100.2% | -6,521.3% | +748.4% |
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