+99.6%
DE vs CLX
-38.5%
+138.2%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +11.3% |
| 3M | +19.1% | -9.7% | +28.8% | +20.2% |
| 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% | +83.2% |
| All | +99.6% | -38.5% | +138.2% | +110.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling