+2,336.0%
CLX vs DTE
+3,490.8%
-1,154.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.1% |
| 7D | -9.2% | +0.2% | -9.4% | -9.3% |
| 30D | -11.0% | -2.6% | -8.5% | -10.4% |
| 3M | +5.0% | -3.9% | +8.9% | +6.3% |
| 6M | -18.8% | -7.9% | -10.9% | -16.8% |
| YTD | -4.4% | +7.2% | -11.6% | -6.5% |
| 1Y | -21.9% | +3.1% | -24.9% | -22.7% |
| 3Y | -32.8% | +47.6% | -80.3% | -40.7% |
| 5Y | -34.6% | +32.7% | -67.3% | -40.7% |
| 10Y | -4.7% | +138.8% | -143.4% | -30.9% |
| All | +2,336.0% | +3,490.8% | -1,154.8% | +489.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling