-29.5%
ALB vs CLX
-32.3%
+2.8%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.3% |
| 7D | -8.1% | -9.2% | +1.2% | -7.3% |
| 30D | +6.3% | -11.0% | +17.3% | +7.4% |
| 3M | -23.6% | +5.0% | -28.6% | -24.3% |
| 6M | -24.6% | -18.8% | -5.8% | -21.7% |
| YTD | -10.3% | -4.4% | -5.9% | -9.2% |
| 1Y | +61.5% | -21.9% | +83.3% | +70.8% |
| All | -29.5% | -32.3% | +2.8% | -23.9% |
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