-22.5%
DIS vs CLX
-20.8%
-1.7%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.2% | -0.5% | +0.4% |
| 7D | +1.9% | +9.5% | -7.6% | 0.0% |
| 30D | +9.2% | +30.7% | -21.5% | +3.3% |
| 3M | +13.5% | +4.2% | +9.3% | +12.2% |
| 6M | +14.3% | +22.1% | -7.8% | +9.3% |
| YTD | +5.4% | +14.1% | -8.7% | +1.8% |
| 1Y | +12.2% | +10.3% | +1.8% | +8.9% |
| 3Y | +37.2% | -7.8% | +45.0% | +36.7% |
| All | -22.5% | -20.8% | -1.7% | -24.7% |
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