+33.8%
DIS vs CLX
-32.8%
+66.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.5% |
| 7D | -2.6% | -9.2% | +6.7% | -0.7% |
| 30D | +3.5% | -11.0% | +14.5% | +5.9% |
| 3M | +6.8% | +5.0% | +1.8% | +5.6% |
| 6M | +3.0% | -18.8% | +21.8% | +6.1% |
| YTD | -6.7% | -4.4% | -2.3% | -6.4% |
| 1Y | -10.1% | -21.9% | +11.8% | -6.8% |
| All | +33.8% | -32.8% | +66.6% | +41.2% |
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