-33.2%
CLX vs ABCL
-81.2%
+47.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.2% |
| 7D | +9.5% | -3.3% | +12.8% | +9.5% |
| 30D | +30.7% | -7.1% | +37.8% | +30.7% |
| 3M | +4.2% | +4.7% | -0.5% | +4.2% |
| 6M | +22.1% | +140.9% | -118.8% | +21.9% |
| YTD | +14.1% | +236.0% | -221.9% | +13.8% |
| 1Y | +10.3% | +217.4% | -207.1% | +10.0% |
| 3Y | -7.8% | +188.7% | -196.5% | -8.4% |
| 5Y | -20.8% | -23.5% | +2.7% | -21.9% |
| All | -33.2% | -81.2% | +47.9% | -34.9% |
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