-39.0%
CLX vs ABCL
-80.5%
+41.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.5% | +0.3% |
| 7D | +13.6% | -3.2% | +16.8% | +13.6% |
| 30D | +23.4% | -7.4% | +30.8% | +23.3% |
| 3M | -2.8% | +81.9% | -84.8% | -2.9% |
| 6M | +14.0% | +135.7% | -121.7% | +13.8% |
| YTD | +4.2% | +247.4% | -243.2% | +3.9% |
| 1Y | -1.2% | +162.3% | -163.4% | -1.4% |
| 3Y | -12.7% | +165.5% | -178.2% | -13.1% |
| 5Y | -26.5% | -21.3% | -5.2% | -27.5% |
| All | -39.0% | -80.5% | +41.5% | -40.6% |
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