+59.5%
DIA vs CLX
-7.5%
+67.0%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.6% | -0.6% |
| 7D | +1.6% | +8.5% | -6.9% | +0.3% |
| 30D | +1.2% | +30.0% | -28.7% | -2.7% |
| 3M | -2.4% | +3.8% | -6.2% | -3.2% |
| 6M | +5.7% | +24.6% | -19.0% | +1.8% |
| YTD | +9.9% | +12.8% | -2.8% | +7.2% |
| 1Y | +9.8% | +8.6% | +1.2% | +7.8% |
| All | +59.5% | -7.5% | +67.0% | +62.1% |
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