-23.0%
CLX vs ALC
+24.0%
-47.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +0.9% | -1.1% |
| 7D | -9.2% | -2.1% | -7.1% | -9.0% |
| 30D | -11.0% | -0.1% | -10.9% | -11.0% |
| 3M | +5.0% | +5.9% | -0.8% | +4.4% |
| 6M | -18.8% | -15.9% | -2.9% | -17.5% |
| YTD | -4.4% | -10.1% | +5.7% | -3.6% |
| 1Y | -21.9% | -10.2% | -11.6% | -21.2% |
| 3Y | -32.8% | -13.6% | -19.2% | -32.2% |
| 5Y | -34.6% | -15.1% | -19.4% | -34.9% |
| All | -23.0% | +24.0% | -47.0% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling