+98.5%
DAL vs CLX
-32.8%
+131.3%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.1% |
| 7D | +0.1% | -9.2% | +9.4% | +2.2% |
| 30D | -13.9% | -11.0% | -2.9% | -11.7% |
| 3M | +1.1% | +5.0% | -4.0% | -0.2% |
| 6M | +26.2% | -18.8% | +45.1% | +30.8% |
| YTD | +16.4% | -4.4% | +20.8% | +16.3% |
| 1Y | +33.9% | -21.9% | +55.7% | +39.4% |
| All | +98.5% | -32.8% | +131.3% | +93.6% |
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