+319.1%
DELL vs CLX
-20.9%
+339.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.0% |
| 7D | +14.9% | -9.2% | +24.1% | +11.0% |
| 30D | +13.3% | -11.0% | +24.3% | +8.8% |
| 3M | +24.4% | +5.0% | +19.4% | +27.1% |
| 6M | +258.0% | -18.8% | +276.8% | +261.4% |
| YTD | +320.2% | -4.4% | +324.6% | +331.8% |
| 1Y | +319.1% | -21.9% | +340.9% | +295.0% |
| All | +319.1% | -20.9% | +339.9% | +295.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling