-13.9%
DT vs CLX
-8.6%
-5.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -5.4% | +7.8% | -13.2% | -5.2% |
| 30D | -32.2% | +28.5% | -60.7% | -32.0% |
| 3M | -10.9% | +1.3% | -12.2% | -10.3% |
| 6M | +10.0% | +23.4% | -13.4% | +10.7% |
| YTD | +2.1% | +11.4% | -9.3% | +1.8% |
| 1Y | -5.5% | +6.9% | -12.4% | -5.2% |
| All | -13.9% | -8.6% | -5.3% | -8.4% |
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