+358.3%
DELL vs CLX
-25.9%
+384.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.1% | +13.1% | +11.6% |
| 7D | +8.2% | -5.7% | +13.9% | +6.1% |
| 30D | +17.1% | -17.0% | +34.1% | +9.8% |
| 3M | +45.2% | -9.7% | +54.8% | +41.3% |
| 6M | +286.8% | -19.8% | +306.6% | +282.0% |
| YTD | +354.8% | -9.8% | +364.6% | +357.5% |
| 1Y | +358.3% | -26.2% | +384.4% | +325.0% |
| All | +358.3% | -25.9% | +384.1% | +325.0% |
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