-24.2%
CLX vs ALC
+21.6%
-45.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.3% |
| 7D | -3.5% | -3.7% | +0.1% | -3.1% |
| 30D | -11.9% | -3.7% | -8.1% | -11.5% |
| 3M | -2.6% | +4.6% | -7.2% | -3.1% |
| 6M | -18.2% | -14.6% | -3.6% | -17.0% |
| YTD | -5.9% | -11.9% | +6.0% | -4.9% |
| 1Y | -23.8% | -13.1% | -10.7% | -23.0% |
| 3Y | -33.6% | -15.0% | -18.6% | -32.9% |
| 5Y | -35.7% | -16.2% | -19.5% | -35.9% |
| All | -24.2% | +21.6% | -45.8% | -27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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