-41.1%
DIS vs CLX
-34.6%
-6.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.8% |
| 3M | +6.8% | +5.0% | +1.8% | +5.6% |
| 6M | +3.0% | -18.8% | +21.8% | +6.4% |
| YTD | -6.7% | -4.4% | -2.3% | -6.4% |
| 1Y | -10.1% | -21.9% | +11.8% | -6.6% |
| 3Y | +33.0% | -32.8% | +65.8% | +40.9% |
| All | -41.1% | -34.6% | -6.4% | -40.8% |
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