+121.4%
DAL vs CLX
+29.7%
+91.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +2.3% | +7.8% | -5.4% | +1.9% |
| 30D | +14.3% | +28.5% | -14.2% | +12.9% |
| 3M | +1.3% | +1.3% | 0.0% | +0.9% |
| 6M | +29.3% | +23.4% | +5.9% | +28.0% |
| YTD | +33.0% | +11.4% | +21.6% | +31.9% |
| 1Y | +59.8% | +6.9% | +52.9% | +58.6% |
| 3Y | +177.2% | -9.8% | +187.0% | +176.0% |
| 5Y | +118.4% | -22.7% | +141.0% | +113.5% |
| 10Y | +121.4% | +28.7% | +92.7% | +82.3% |
| All | +121.4% | +29.7% | +91.7% | +82.3% |
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