+117.6%
DT vs CLX
-24.4%
+142.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.6% |
| 7D | -3.3% | -9.2% | +5.9% | -2.9% |
| 30D | +2.0% | -11.0% | +13.1% | +2.6% |
| 3M | +20.0% | +5.0% | +15.0% | +19.8% |
| 6M | +39.3% | -18.8% | +58.1% | +41.1% |
| YTD | +19.8% | -4.4% | +24.2% | +19.5% |
| 1Y | +4.3% | -21.9% | +26.1% | +5.9% |
| 3Y | +7.7% | -32.8% | +40.5% | +10.1% |
| 5Y | -26.8% | -34.6% | +7.7% | -26.2% |
| All | +117.6% | -24.4% | +142.0% | +103.5% |
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 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