-20.2%
DOW vs CLX
-6.4%
-13.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.4% |
| 7D | +5.2% | +9.5% | -4.3% | +4.7% |
| 30D | +13.2% | +30.7% | -17.5% | +11.2% |
| 3M | +10.1% | +4.2% | +5.9% | +9.9% |
| 6M | -13.1% | +22.1% | -35.2% | -14.3% |
| YTD | +46.1% | +14.1% | +32.0% | +42.8% |
| 1Y | +50.0% | +10.3% | +39.7% | +48.1% |
| 3Y | -20.2% | -7.8% | -12.4% | -20.9% |
| All | -20.2% | -6.4% | -13.8% | -20.9% |
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