-7.8%
CLX vs DVA
+105.9%
-113.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | +9.5% | -8.8% | +18.3% | +10.9% |
| 30D | +30.7% | -3.4% | +34.1% | +31.1% |
| 3M | +4.2% | -2.6% | +6.8% | +4.3% |
| 6M | +22.1% | -11.9% | +34.0% | +23.0% |
| YTD | +14.1% | +53.6% | -39.6% | +3.7% |
| 1Y | +10.3% | +41.9% | -31.5% | +1.8% |
| 3Y | -7.8% | +97.5% | -105.3% | -22.8% |
| All | -7.8% | +105.9% | -113.7% | -22.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling