-39.2%
CLX vs ABCL
-81.8%
+42.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -9.4% | +9.9% | +0.5% |
| 7D | +12.4% | -14.9% | +27.3% | +12.4% |
| 30D | +21.1% | -15.4% | +36.5% | +21.1% |
| 3M | -3.3% | +88.0% | -91.3% | -3.4% |
| 6M | +18.8% | +138.8% | -120.0% | +18.6% |
| YTD | +3.9% | +225.4% | -221.5% | +3.6% |
| 1Y | -3.8% | +137.3% | -141.1% | -4.1% |
| 3Y | -10.5% | +136.8% | -147.3% | -10.9% |
| 5Y | -26.7% | -26.2% | -0.4% | -27.7% |
| All | -39.2% | -81.8% | +42.6% | -40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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