+179.9%
DAL vs CLX
-9.6%
+189.4%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.2% |
| 7D | +10.7% | +13.6% | -2.9% | +7.3% |
| 30D | +12.5% | +29.1% | -16.5% | +6.0% |
| 3M | +3.6% | +1.6% | +2.1% | +2.6% |
| 6M | +26.7% | +18.7% | +8.0% | +21.2% |
| YTD | +34.3% | +11.1% | +23.2% | +29.1% |
| 1Y | +59.1% | +7.0% | +52.1% | +54.1% |
| 3Y | +179.9% | -10.0% | +189.9% | +171.7% |
| All | +179.9% | -9.6% | +189.4% | +171.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling