-44.0%
CLX vs ABCL
-81.3%
+37.2%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | -9.2% | +0.7% | -9.9% | -9.2% |
| 30D | -11.0% | +93.1% | -104.1% | -11.1% |
| 3M | +5.0% | +79.4% | -74.4% | +5.0% |
| 6M | -18.8% | +214.9% | -233.7% | -19.0% |
| YTD | -4.4% | +234.2% | -238.6% | -4.6% |
| 1Y | -21.9% | +174.8% | -196.6% | -22.1% |
| 3Y | -32.8% | +104.5% | -137.2% | -33.0% |
| 5Y | -34.6% | -39.0% | +4.5% | -35.7% |
| All | -44.0% | -81.3% | +37.2% | -45.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling