+569.8%
DELL vs CLX
-20.8%
+590.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | +1.2% | -8.3% | -7.1% |
| 7D | +4.9% | +9.5% | -4.6% | +5.5% |
| 30D | -32.1% | +30.7% | -62.8% | -30.9% |
| 3M | -30.2% | +4.2% | -34.5% | -29.6% |
| 6M | +41.7% | +22.1% | +19.6% | +43.0% |
| YTD | +176.6% | +14.1% | +162.5% | +180.4% |
| 1Y | +159.9% | +10.3% | +149.6% | +164.2% |
| 3Y | +388.0% | -7.8% | +395.8% | +392.9% |
| All | +569.8% | -20.8% | +590.7% | +582.3% |
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 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