+14.5%
DT vs CLX
+24.1%
-9.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.3% | +0.2% | +1.7% |
| 7D | +2.7% | +8.5% | -5.8% | +4.1% |
| 30D | -30.4% | +30.0% | -60.3% | -27.7% |
| 3M | -9.4% | +3.8% | -13.2% | -7.4% |
| 6M | +14.5% | +24.6% | -10.1% | +30.2% |
| All | +14.5% | +24.1% | -9.6% | +30.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling