+381.8%
DAL vs CLX
+165.7%
+216.2%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.5% | -4.9% | -4.5% |
| 7D | +4.6% | +12.4% | -7.9% | +0.3% |
| 30D | +2.3% | +21.1% | -18.8% | -4.5% |
| 3M | -8.1% | -3.3% | -4.8% | -7.2% |
| 6M | +21.4% | +18.8% | +2.6% | +13.3% |
| YTD | +24.3% | +3.9% | +20.4% | +20.8% |
| 1Y | +47.4% | -3.8% | +51.2% | +47.1% |
| 3Y | +164.6% | -10.5% | +175.1% | +165.4% |
| 5Y | +100.2% | -26.7% | +126.9% | +108.7% |
| 10Y | +124.9% | +19.9% | +105.0% | +23.5% |
| All | +381.8% | +165.7% | +216.2% | -7.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling