+1,287.9%
CLX vs DVA
+4,909.2%
-3,621.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.1% | +6.4% | +1.7% |
| 7D | +8.5% | -10.7% | +19.2% | +9.6% |
| 30D | +30.0% | -4.4% | +34.4% | +30.4% |
| 3M | +3.8% | -4.1% | +7.9% | +4.1% |
| 6M | +24.6% | -13.2% | +37.8% | +25.7% |
| YTD | +12.8% | +53.2% | -40.5% | +7.6% |
| 1Y | +8.6% | +40.8% | -32.2% | +4.4% |
| 3Y | -8.6% | +109.7% | -118.4% | -15.6% |
| 5Y | -21.8% | +64.5% | -86.3% | -27.3% |
| 10Y | +30.4% | +192.4% | -162.0% | +12.9% |
| All | +1,287.9% | +4,909.2% | -3,621.3% | +896.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling