+365.7%
ALAB vs CLX
-34.3%
+400.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.6% | -5.4% | -7.5% |
| 7D | +3.2% | -3.5% | +6.7% | +1.8% |
| 30D | -13.6% | -11.9% | -1.7% | -17.4% |
| 3M | -16.6% | -2.6% | -14.0% | -16.7% |
| 6M | +142.3% | -18.2% | +160.5% | +132.3% |
| YTD | +73.6% | -5.9% | +79.5% | +73.1% |
| 1Y | +33.7% | -23.8% | +57.5% | +29.3% |
| All | +365.7% | -34.3% | +400.0% | +352.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling