-10.8%
DOW vs CLX
-25.2%
+14.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -2.4% | -9.2% | +6.8% | -1.4% |
| 30D | +0.4% | -11.0% | +11.4% | +1.7% |
| 3M | -14.4% | +5.0% | -19.4% | -15.1% |
| 6M | -7.0% | -18.8% | +11.8% | -4.6% |
| YTD | +30.2% | -4.4% | +34.6% | +29.8% |
| 1Y | +29.2% | -21.9% | +51.1% | +33.0% |
| 3Y | -36.7% | -32.8% | -3.9% | -34.0% |
| 5Y | -37.7% | -34.6% | -3.1% | -35.4% |
| All | -10.8% | -25.2% | +14.4% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling