+24.9%
CLX vs ALK
-37.5%
+62.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +7.1% | -1.5% | +5.2% |
| 7D | +17.4% | +8.9% | +8.5% | +16.9% |
| 30D | +27.8% | +5.9% | +21.8% | +27.3% |
| 3M | +3.0% | -16.5% | +19.5% | +3.6% |
| 6M | +17.5% | +2.1% | +15.4% | +17.2% |
| YTD | +10.0% | -17.1% | +27.1% | +10.1% |
| 1Y | +3.3% | -2.9% | +6.2% | +3.0% |
| 3Y | -10.1% | +24.5% | -34.6% | -10.6% |
| 5Y | -23.7% | -29.1% | +5.4% | -24.5% |
| 10Y | +24.9% | -39.1% | +64.0% | +27.5% |
| All | +24.9% | -37.5% | +62.3% | +27.5% |
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