+1,058.2%
CLX vs DVA
+5,081.6%
-4,023.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.1% | +0.6% | -1.4% |
| 7D | -3.5% | +2.2% | -5.8% | -3.7% |
| 30D | -11.9% | -2.0% | -9.8% | -11.7% |
| 3M | -2.6% | -6.3% | +3.6% | -2.3% |
| 6M | -18.2% | +19.4% | -37.6% | -19.9% |
| YTD | -5.9% | +58.5% | -64.4% | -10.4% |
| 1Y | -23.8% | +33.9% | -57.7% | -26.4% |
| 3Y | -33.6% | +88.4% | -122.0% | -38.1% |
| 5Y | -35.7% | +39.5% | -75.2% | -39.3% |
| 10Y | -2.5% | +179.5% | -182.0% | -15.2% |
| All | +1,058.2% | +5,081.6% | -4,023.4% | +730.0% |
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