+87.3%
ALB vs CLX
-3.8%
+91.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.2% | -0.7% | -2.6% |
| 7D | -8.6% | -4.9% | -3.7% | -8.1% |
| 30D | -4.0% | -15.8% | +11.8% | -2.2% |
| 3M | -17.4% | -7.9% | -9.4% | -16.7% |
| 6M | -25.4% | -19.0% | -6.3% | -23.6% |
| YTD | -10.5% | -7.9% | -2.6% | -9.9% |
| 1Y | +75.8% | -25.4% | +101.2% | +82.2% |
| 3Y | -28.5% | -35.0% | +6.5% | -24.9% |
| 5Y | -45.1% | -36.8% | -8.3% | -43.0% |
| 10Y | +87.3% | -1.4% | +88.8% | +74.1% |
| All | +87.3% | -3.8% | +91.2% | +74.1% |
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