-63.4%
ALB vs CLX
-20.8%
-42.5%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.6% | -1.5% |
| 7D | -5.8% | +9.5% | -15.3% | -6.6% |
| 30D | -4.5% | +30.7% | -35.2% | -7.0% |
| 3M | -28.1% | +4.2% | -32.3% | -28.7% |
| 6M | -53.2% | +22.1% | -75.3% | -54.2% |
| YTD | -33.3% | +14.1% | -47.4% | -34.1% |
| 1Y | -17.4% | +10.3% | -27.7% | -18.1% |
| 3Y | -14.1% | -7.8% | -6.3% | -13.1% |
| All | -63.4% | -20.8% | -42.5% | -63.4% |
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