+248.5%
ALAB vs CLX
-22.5%
+271.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | 0.0% |
| 7D | -7.5% | +13.6% | -21.1% | -3.3% |
| 30D | -36.8% | +29.1% | -65.9% | -30.7% |
| 3M | -31.9% | +1.6% | -33.4% | -31.4% |
| 6M | +8.2% | +18.7% | -10.5% | +16.2% |
| YTD | +29.9% | +11.1% | +18.9% | +37.6% |
| 1Y | +24.4% | +7.0% | +17.4% | +31.0% |
| All | +248.5% | -22.5% | +271.0% | +259.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling