+392.2%
DAL vs CLX
+166.4%
+225.9%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | +8.8% | +13.6% | -4.8% | +4.0% |
| 30D | +5.4% | +23.4% | -18.0% | -2.3% |
| 3M | -4.9% | -2.8% | -2.1% | -4.2% |
| 6M | +19.8% | +14.0% | +5.9% | +13.6% |
| YTD | +27.0% | +4.2% | +22.8% | +23.3% |
| 1Y | +52.5% | -1.2% | +53.6% | +50.7% |
| 3Y | +173.8% | -12.7% | +186.5% | +177.4% |
| 5Y | +104.5% | -26.5% | +131.0% | +113.0% |
| 10Y | +129.7% | +20.2% | +109.5% | +26.1% |
| All | +392.2% | +166.4% | +225.9% | -5.7% |
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