+45.5%
DAL vs CLX
+9.5%
+36.0%
-22.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.7% |
| 7D | -1.1% | +9.5% | -10.6% | -3.8% |
| 30D | +12.8% | +30.7% | -17.9% | +4.6% |
| 3M | -5.3% | +4.2% | -9.5% | -7.4% |
| 6M | +22.4% | +22.1% | +0.2% | +14.9% |
| YTD | +25.6% | +14.1% | +11.5% | +16.6% |
| 1Y | +45.5% | +10.3% | +35.2% | +37.8% |
| All | +45.5% | +9.5% | +36.0% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling