+29.2%
DOW vs CLX
-20.9%
+50.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -3.2% |
| 7D | -2.4% | -9.2% | +6.8% | -3.3% |
| 30D | +0.4% | -11.0% | +11.4% | -0.8% |
| 3M | -14.4% | +5.0% | -19.4% | -13.4% |
| 6M | -7.0% | -18.8% | +11.8% | -2.0% |
| YTD | +30.2% | -4.4% | +34.6% | +23.7% |
| 1Y | +29.2% | -21.9% | +51.1% | +33.7% |
| All | +29.2% | -20.9% | +50.1% | +33.7% |
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 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