-35.9%
DOW vs CLX
-37.0%
+1.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.4% |
| 7D | -6.0% | -4.9% | -1.1% | -5.5% |
| 30D | -2.7% | -15.8% | +13.1% | -1.0% |
| 3M | -10.5% | -7.9% | -2.5% | -9.8% |
| 6M | -12.4% | -19.0% | +6.6% | -10.1% |
| YTD | +30.0% | -7.9% | +38.0% | +30.0% |
| 1Y | +27.8% | -25.4% | +53.2% | +32.7% |
| 3Y | -34.9% | -35.0% | +0.1% | -31.8% |
| 5Y | -35.9% | -36.8% | +0.9% | -34.2% |
| All | -35.9% | -37.0% | +1.1% | -34.2% |
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