+4,404.4%
DELL vs CLX
-3.7%
+4,408.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +12.0% |
| 7D | +8.2% | -5.7% | +13.9% | +8.4% |
| 30D | +17.1% | -17.0% | +34.1% | +17.7% |
| 3M | +45.2% | -9.7% | +54.8% | +45.5% |
| 6M | +286.8% | -19.8% | +306.6% | +291.1% |
| YTD | +354.8% | -9.8% | +364.6% | +354.8% |
| 1Y | +358.3% | -26.2% | +384.4% | +366.6% |
| 3Y | +724.9% | -36.2% | +761.1% | +747.3% |
| 5Y | +1,193.7% | -38.3% | +1,232.0% | +1,217.4% |
| All | +4,404.4% | -3.7% | +4,408.1% | +4,074.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling