-1.4%
CLX vs ALK
-7.2%
+5.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +1.2% |
| 7D | +12.4% | +7.1% | +5.4% | +10.7% |
| 30D | +21.1% | -3.0% | +24.1% | +21.3% |
| 3M | -3.3% | -25.6% | +22.3% | +1.7% |
| 6M | +18.8% | +0.5% | +18.3% | +17.7% |
| YTD | +3.9% | -23.1% | +27.0% | +4.7% |
| All | -1.4% | -7.2% | +5.8% | -6.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling