-12.7%
CLX vs ALC
+2.3%
-14.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +13.6% | +4.9% | +8.7% | +12.6% |
| 30D | +23.4% | +19.0% | +4.4% | +19.8% |
| 3M | -2.8% | +7.8% | -10.6% | -4.2% |
| 6M | +14.0% | +14.6% | -0.6% | +11.5% |
| YTD | +4.2% | -4.4% | +8.6% | +4.0% |
| 1Y | -1.2% | +1.4% | -2.6% | -2.1% |
| 3Y | -12.7% | +2.5% | -15.2% | -12.0% |
| All | -12.7% | +2.3% | -14.9% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling