+63.6%
DIA vs CLX
-37.0%
+100.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.4% | -0.4% |
| 7D | -1.2% | -4.9% | +3.7% | -0.4% |
| 30D | -2.7% | -15.8% | +13.1% | -0.1% |
| 3M | +3.3% | -7.9% | +11.2% | +4.4% |
| 6M | +10.4% | -19.0% | +29.5% | +13.8% |
| YTD | +10.0% | -7.9% | +17.9% | +10.8% |
| 1Y | +16.2% | -25.4% | +41.5% | +21.2% |
| 3Y | +58.7% | -35.0% | +93.8% | +68.4% |
| 5Y | +63.6% | -36.8% | +100.3% | +68.5% |
| All | +63.6% | -37.0% | +100.6% | +68.5% |
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