-28.4%
DT vs CLX
-37.0%
+8.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.8% | +0.7% |
| 7D | -0.5% | -4.9% | +4.4% | -0.3% |
| 30D | +0.1% | -15.8% | +15.9% | +0.7% |
| 3M | +24.1% | -7.9% | +32.0% | +24.5% |
| 6M | +30.1% | -19.0% | +49.2% | +31.8% |
| YTD | +16.8% | -7.9% | +24.7% | +16.6% |
| 1Y | -0.1% | -25.4% | +25.3% | +1.7% |
| 3Y | +6.8% | -35.0% | +41.9% | +9.2% |
| 5Y | -28.4% | -36.8% | +8.4% | -32.5% |
| All | -28.4% | -37.0% | +8.6% | -32.5% |
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