+351.3%
DAL vs CLX
+144.4%
+206.8%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.3% | +3.1% | +2.3% |
| 7D | +0.1% | -9.2% | +9.4% | +3.6% |
| 30D | -13.9% | -11.0% | -2.9% | -10.3% |
| 3M | +1.1% | +5.0% | -4.0% | -1.2% |
| 6M | +26.2% | -18.8% | +45.1% | +34.8% |
| YTD | +16.4% | -4.4% | +20.8% | +16.7% |
| 1Y | +33.9% | -21.9% | +55.7% | +43.9% |
| 3Y | +93.4% | -32.8% | +126.1% | +116.1% |
| 5Y | +106.4% | -34.6% | +140.9% | +124.6% |
| 10Y | +143.0% | -4.7% | +147.7% | +57.7% |
| All | +351.3% | +144.4% | +206.8% | -10.8% |
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