+105.8%
DAL vs CLX
-34.6%
+140.5%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.0% |
| 7D | +0.1% | -9.2% | +9.4% | +1.9% |
| 30D | -13.9% | -11.0% | -2.9% | -12.1% |
| 3M | +1.1% | +5.0% | -4.0% | 0.0% |
| 6M | +26.2% | -18.8% | +45.1% | +30.1% |
| YTD | +16.4% | -4.4% | +20.8% | +16.6% |
| 1Y | +33.9% | -21.9% | +55.7% | +38.4% |
| 3Y | +93.4% | -32.8% | +126.1% | +102.1% |
| All | +105.8% | -34.6% | +140.5% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling