-41.0%
CLX vs ALHC
-28.9%
-12.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -9.2% | -0.6% | -8.6% | -9.2% |
| 30D | -11.0% | -1.0% | -10.0% | -11.0% |
| 3M | +5.0% | -10.2% | +15.2% | +5.2% |
| 6M | -18.8% | -28.3% | +9.5% | -18.4% |
| YTD | -4.4% | -31.4% | +27.0% | -3.9% |
| 1Y | -21.9% | -16.9% | -4.9% | -21.6% |
| 3Y | -32.8% | +135.5% | -168.2% | -33.8% |
| 5Y | -34.6% | -33.6% | -0.9% | -37.1% |
| All | -41.0% | -28.9% | -12.1% | -42.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling