+31.8%
CLX vs ALK
-45.9%
+77.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.5% | +2.6% | +1.2% |
| 7D | +9.5% | -1.2% | +10.7% | +9.6% |
| 30D | +30.7% | +7.7% | +23.0% | +30.2% |
| 3M | +4.2% | -19.0% | +23.2% | +5.1% |
| 6M | +22.1% | -0.2% | +22.3% | +22.0% |
| YTD | +14.1% | -23.5% | +37.6% | +14.7% |
| 1Y | +10.3% | -9.1% | +19.4% | +10.4% |
| 3Y | -7.8% | +12.0% | -19.8% | -7.9% |
| 5Y | -20.8% | -30.9% | +10.0% | -21.2% |
| All | +31.8% | -45.9% | +77.7% | +35.1% |
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