+678.3%
DELL vs CLX
-35.1%
+713.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.4% | -0.2% |
| 7D | +8.7% | -4.9% | +13.7% | +7.5% |
| 30D | +16.9% | -15.8% | +32.7% | +12.6% |
| 3M | +40.4% | -7.9% | +48.4% | +38.6% |
| 6M | +267.1% | -19.0% | +286.1% | +261.2% |
| YTD | +329.1% | -7.9% | +337.0% | +329.0% |
| 1Y | +346.9% | -25.4% | +372.3% | +336.1% |
| All | +678.3% | -35.1% | +713.4% | +694.3% |
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