+37.2%
DIS vs CLX
-6.4%
+43.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.4% |
| 7D | +1.9% | +9.5% | -7.6% | -0.2% |
| 30D | +9.2% | +30.7% | -21.5% | +2.8% |
| 3M | +13.5% | +4.2% | +9.3% | +12.0% |
| 6M | +14.3% | +22.1% | -7.8% | +8.9% |
| YTD | +5.4% | +14.1% | -8.7% | +1.5% |
| 1Y | +12.2% | +10.3% | +1.8% | +8.5% |
| 3Y | +37.2% | -7.8% | +45.0% | +37.6% |
| All | +37.2% | -6.4% | +43.6% | +37.6% |
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