+114.1%
DT vs CLX
-28.7%
+142.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.5% | -0.6% |
| 7D | -1.6% | -5.7% | +4.1% | -1.3% |
| 30D | +3.0% | -17.0% | +20.1% | +4.0% |
| 3M | +26.5% | -9.7% | +36.2% | +27.1% |
| 6M | +35.9% | -19.8% | +55.8% | +37.7% |
| YTD | +17.8% | -9.8% | +27.7% | +18.0% |
| 1Y | +4.1% | -26.2% | +30.2% | +5.9% |
| 3Y | +5.3% | -36.2% | +41.5% | +7.9% |
| 5Y | -27.2% | -38.3% | +11.2% | -26.3% |
| All | +114.1% | -28.7% | +142.8% | +100.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling