+1,055.3%
DELL vs CLX
-37.2%
+1,092.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.4% | -5.4% |
| 7D | -1.9% | -5.9% | +4.0% | -2.1% |
| 30D | +14.9% | -17.0% | +31.9% | +14.2% |
| 3M | +37.2% | -9.6% | +46.8% | +36.9% |
| 6M | +254.0% | -21.5% | +275.5% | +257.2% |
| YTD | +306.1% | -8.8% | +315.0% | +305.5% |
| 1Y | +312.3% | -24.7% | +336.9% | +317.0% |
| 3Y | +654.0% | -35.6% | +689.7% | +671.8% |
| 5Y | +1,055.3% | -37.6% | +1,093.0% | +1,060.2% |
| All | +1,055.3% | -37.2% | +1,092.5% | +1,060.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling