+51.9%
DOW vs CLX
-6.5%
+58.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -2.6% |
| 7D | -4.2% | +14.2% | -18.4% | -2.8% |
| 30D | +14.7% | +22.7% | -8.0% | +17.2% |
| 3M | +9.1% | -2.8% | +11.8% | +8.3% |
| 6M | -17.7% | +17.7% | -35.3% | -15.4% |
| YTD | +44.6% | +3.3% | +41.3% | +31.9% |
| 1Y | +51.9% | -5.6% | +57.5% | +51.5% |
| All | +51.9% | -6.5% | +58.4% | +51.5% |
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