-10.3%
DIS vs CLX
-24.4%
+14.0%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.3% | +0.2% |
| 7D | -1.1% | -3.5% | +2.5% | -0.2% |
| 30D | +0.1% | -11.9% | +12.0% | +3.2% |
| 3M | +7.1% | -2.6% | +9.7% | +7.6% |
| 6M | +4.3% | -18.2% | +22.4% | +7.0% |
| YTD | -6.9% | -5.9% | -1.0% | -5.8% |
| 1Y | -10.3% | -23.8% | +13.5% | -5.1% |
| All | -10.3% | -24.4% | +14.0% | -5.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling