+98.6%
DAL vs CLX
-26.6%
+125.2%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.5% |
| 7D | +4.6% | +12.4% | -7.9% | +2.2% |
| 30D | +2.3% | +21.1% | -18.8% | -1.4% |
| 3M | -8.1% | -3.3% | -4.8% | -7.8% |
| 6M | +21.4% | +18.8% | +2.6% | +17.3% |
| YTD | +24.3% | +3.9% | +20.4% | +22.3% |
| 1Y | +47.4% | -3.8% | +51.2% | +46.8% |
| 3Y | +164.6% | -10.5% | +175.1% | +164.9% |
| All | +98.6% | -26.6% | +125.2% | +97.1% |
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