+249.6%
ALAB vs CLX
-23.2%
+272.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +5.6% | +8.1% | +15.5% |
| 7D | -5.6% | +17.4% | -23.0% | -0.2% |
| 30D | -36.6% | +27.8% | -64.4% | -30.7% |
| 3M | -35.1% | +3.0% | -38.1% | -34.3% |
| 6M | +8.5% | +17.5% | -9.0% | +16.2% |
| YTD | +30.4% | +10.0% | +20.4% | +37.6% |
| 1Y | +31.0% | +3.3% | +27.8% | +37.0% |
| All | +249.6% | -23.2% | +272.9% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling