+10.3%
CLX vs ABCL
+198.4%
-188.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +30.6% |
| 3M | +4.2% | +4.7% | -0.5% | +4.1% |
| 6M | +22.1% | +140.9% | -118.8% | +21.2% |
| YTD | +14.1% | +236.0% | -221.9% | +11.7% |
| 1Y | +10.3% | +217.4% | -207.1% | +8.8% |
| All | +10.3% | +198.4% | -188.1% | +8.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling