+113.0%
DAL vs CLX
-21.9%
+134.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.3% | -6.5% | -5.5% |
| 7D | +1.4% | +8.5% | -7.1% | -0.3% |
| 30D | +9.1% | +30.0% | -20.9% | +3.6% |
| 3M | -3.5% | +3.8% | -7.3% | -4.6% |
| 6M | +23.4% | +24.6% | -1.2% | +17.8% |
| YTD | +26.0% | +12.8% | +13.3% | +21.9% |
| 1Y | +44.6% | +8.6% | +36.0% | +40.8% |
| 3Y | +162.7% | -8.6% | +171.4% | +161.1% |
| 5Y | +113.0% | -21.8% | +134.7% | +107.3% |
| All | +113.0% | -21.9% | +134.8% | +107.3% |
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