+384.5%
ALAB vs CLX
-35.7%
+420.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.2% | +6.2% | +3.3% |
| 7D | +9.6% | -4.9% | +14.6% | +7.7% |
| 30D | -5.3% | -15.8% | +10.6% | -11.0% |
| 3M | -12.0% | -7.9% | -4.1% | -13.7% |
| 6M | +145.7% | -19.0% | +164.8% | +134.4% |
| YTD | +80.7% | -7.9% | +88.6% | +78.7% |
| 1Y | +40.1% | -25.4% | +65.5% | +34.5% |
| All | +384.5% | -35.7% | +420.2% | +367.3% |
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 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