+65.2%
ALAB vs CLX
-20.9%
+86.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.3% | +11.1% | +9.0% |
| 7D | +7.2% | -9.2% | +16.5% | +1.3% |
| 30D | -2.5% | -11.0% | +8.5% | -8.8% |
| 3M | -13.3% | +5.0% | -18.3% | -9.4% |
| 6M | +172.8% | -18.8% | +191.6% | +141.7% |
| YTD | +86.6% | -4.4% | +91.0% | +95.5% |
| 1Y | +65.2% | -21.9% | +87.0% | +34.7% |
| All | +65.2% | -20.9% | +86.0% | +34.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling