+2,885.9%
ALB vs CLX
+1,552.7%
+1,333.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.1% |
| 7D | -8.1% | -9.2% | +1.2% | -5.8% |
| 30D | +6.3% | -11.0% | +17.3% | +9.5% |
| 3M | -23.6% | +5.0% | -28.6% | -25.1% |
| 6M | -24.6% | -18.8% | -5.8% | -21.3% |
| YTD | -10.3% | -4.4% | -5.9% | -10.4% |
| 1Y | +61.5% | -21.9% | +83.3% | +69.6% |
| 3Y | -34.0% | -32.8% | -1.2% | -28.4% |
| 5Y | -44.6% | -34.6% | -10.0% | -41.1% |
| 10Y | +76.1% | -4.7% | +80.8% | +58.6% |
| All | +2,885.9% | +1,552.7% | +1,333.2% | +1,881.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling