-5.6%
CLX vs DVA
+62.2%
-67.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +5.8% | 0.0% | +4.9% |
| 7D | +14.2% | +4.7% | +9.4% | +13.4% |
| 30D | +22.7% | +7.8% | +14.9% | +21.3% |
| 3M | -2.8% | -15.5% | +12.7% | -1.4% |
| 6M | +17.7% | +25.0% | -7.4% | +10.9% |
| YTD | +3.3% | +69.6% | -66.2% | -6.4% |
| 1Y | -5.6% | +60.6% | -66.2% | -11.2% |
| All | -5.6% | +62.2% | -67.8% | -11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 1y: compounded portfolio wealth divided by compounded DVA 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…
1y analysis · Full analysis span regression · 6 months rolling