+75.9%
DE vs CLX
-36.5%
+112.3%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.1% |
| 7D | -2.6% | -5.7% | +3.1% | -1.6% |
| 30D | +9.0% | -17.0% | +26.1% | +12.4% |
| 3M | +19.1% | -9.7% | +28.8% | +20.7% |
| 6M | +14.4% | -19.8% | +34.2% | +18.7% |
| YTD | +45.9% | -9.8% | +55.8% | +47.6% |
| 1Y | +43.6% | -26.2% | +69.8% | +51.5% |
| 3Y | +75.9% | -36.2% | +112.1% | +91.1% |
| All | +75.9% | -36.5% | +112.3% | +91.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling