+851.5%
DE vs CLX
-3.7%
+855.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -2.6% | -5.7% | +3.1% | -1.9% |
| 30D | +9.0% | -17.0% | +26.1% | +11.4% |
| 3M | +19.1% | -9.7% | +28.8% | +20.3% |
| 6M | +14.4% | -19.8% | +34.2% | +17.0% |
| YTD | +45.9% | -9.8% | +55.8% | +47.2% |
| 1Y | +43.6% | -26.2% | +69.8% | +48.2% |
| 3Y | +75.9% | -36.2% | +112.1% | +83.8% |
| 5Y | +98.8% | -38.3% | +137.1% | +107.3% |
| All | +851.5% | -3.7% | +855.2% | +804.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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