+4,770.1%
DELL vs CLX
-5.9%
+4,776.0%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.4% | +1.9% |
| 7D | +25.6% | -3.5% | +29.2% | +25.7% |
| 30D | +17.7% | -11.9% | +29.5% | +18.0% |
| 3M | +33.4% | -2.6% | +36.1% | +33.3% |
| 6M | +266.2% | -18.2% | +284.4% | +270.5% |
| YTD | +328.0% | -5.9% | +333.9% | +327.5% |
| 1Y | +339.6% | -23.8% | +363.4% | +347.3% |
| 3Y | +694.6% | -33.6% | +728.2% | +715.0% |
| 5Y | +1,122.0% | -35.7% | +1,157.7% | +1,142.2% |
| 10Y | +4,062.5% | -2.5% | +4,065.0% | +3,799.2% |
| All | +4,770.1% | -5.9% | +4,776.0% | +4,419.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling