-42.5%
ALB vs CLX
-35.2%
-7.4%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.2% | +2.7% |
| 7D | -4.4% | -3.5% | -0.9% | -4.2% |
| 30D | -1.2% | -11.9% | +10.7% | -0.3% |
| 3M | -13.3% | -2.6% | -10.7% | -13.2% |
| 6M | -19.8% | -18.2% | -1.6% | -18.1% |
| YTD | -7.9% | -5.9% | -2.0% | -7.2% |
| 1Y | +60.2% | -23.8% | +84.0% | +65.5% |
| 3Y | -26.4% | -33.6% | +7.1% | -23.6% |
| 5Y | -42.5% | -35.7% | -6.9% | -43.6% |
| All | -42.5% | -35.2% | -7.4% | -43.6% |
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