-2.9%
CLX vs ALK
-35.2%
+32.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.9% | -1.4% |
| 7D | -9.2% | -0.7% | -8.6% | -9.2% |
| 30D | -11.0% | -19.2% | +8.2% | -10.3% |
| 3M | +5.0% | -1.5% | +6.6% | +5.1% |
| 6M | -18.8% | -13.1% | -5.8% | -18.7% |
| YTD | -4.4% | -16.4% | +12.0% | -4.2% |
| 1Y | -21.9% | -33.1% | +11.2% | -21.4% |
| 3Y | -32.8% | +0.6% | -33.4% | -33.1% |
| 5Y | -34.6% | -26.4% | -8.2% | -35.1% |
| All | -2.9% | -35.2% | +32.3% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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