-4.4%
CLX vs DTE
+137.8%
-142.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -5.7% | -2.6% | -3.1% | -5.0% |
| 30D | -17.0% | -4.4% | -12.6% | -16.0% |
| 3M | -9.7% | -8.3% | -1.3% | -7.5% |
| 6M | -19.8% | -8.1% | -11.8% | -17.9% |
| YTD | -9.8% | +4.4% | -14.3% | -11.0% |
| 1Y | -26.2% | +0.2% | -26.3% | -26.3% |
| 3Y | -36.2% | +42.6% | -78.8% | -42.3% |
| 5Y | -38.3% | +31.5% | -69.8% | -43.3% |
| All | -4.4% | +137.8% | -142.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling