-22.6%
CLX vs ALHC
-66.2%
+43.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.0% | +1.2% |
| 7D | +9.5% | +0.3% | +9.2% | +9.5% |
| 30D | +30.7% | -10.6% | +41.3% | +31.1% |
| 3M | +4.2% | -45.3% | +49.6% | +6.0% |
| 6M | +22.1% | -59.7% | +81.8% | +24.9% |
| YTD | +14.1% | -62.7% | +76.8% | +16.9% |
| 1Y | +10.3% | -56.1% | +66.4% | +12.6% |
| 3Y | -7.8% | +21.3% | -29.1% | -8.7% |
| All | -22.6% | -66.2% | +43.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 5y: compounded portfolio wealth divided by compounded ALHC 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…
5y analysis · Full analysis span regression · 6 months rolling