+19.1%
CLX vs ALK
-41.7%
+60.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.2% |
| 7D | +13.6% | +9.0% | +4.5% | +13.1% |
| 30D | +23.4% | -1.6% | +25.0% | +23.4% |
| 3M | -2.8% | -23.2% | +20.3% | -1.9% |
| 6M | +14.0% | -3.9% | +17.9% | +14.1% |
| YTD | +4.2% | -22.6% | +26.8% | +4.7% |
| 1Y | -1.2% | -5.3% | +4.2% | -1.2% |
| 3Y | -12.7% | +18.6% | -31.3% | -12.8% |
| 5Y | -26.5% | -34.4% | +7.9% | -27.0% |
| All | +19.1% | -41.7% | +60.9% | +23.7% |
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