-3.3%
CLX vs DVA
+187.5%
-190.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.9% |
| 7D | -5.9% | -0.2% | -5.7% | -5.8% |
| 30D | -17.0% | +1.7% | -18.7% | -17.2% |
| 3M | -9.6% | -8.7% | -0.9% | -9.1% |
| 6M | -21.5% | +19.7% | -41.2% | -23.6% |
| YTD | -8.8% | +59.6% | -68.4% | -14.2% |
| 1Y | -24.7% | +37.1% | -61.8% | -28.0% |
| 3Y | -35.6% | +89.8% | -125.4% | -40.8% |
| 5Y | -37.6% | +47.4% | -85.0% | -42.0% |
| All | -3.3% | +187.5% | -190.7% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling