+388.0%
DELL vs CLX
-6.4%
+394.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.3% | -6.8% |
| 7D | +4.9% | +9.5% | -4.6% | +7.6% |
| 30D | -32.1% | +30.7% | -62.8% | -26.3% |
| 3M | -30.2% | +4.2% | -34.5% | -28.6% |
| 6M | +41.7% | +22.1% | +19.6% | +51.4% |
| YTD | +176.6% | +14.1% | +162.5% | +196.1% |
| 1Y | +159.9% | +10.3% | +149.6% | +177.0% |
| 3Y | +388.0% | -7.8% | +395.8% | +413.0% |
| All | +388.0% | -6.4% | +394.4% | +413.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling