+2,547.7%
CLX vs ALK
+765.2%
+1,782.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.8% | +0.9% |
| 7D | +12.4% | +7.1% | +5.4% | +11.6% |
| 30D | +21.1% | -3.0% | +24.1% | +21.4% |
| 3M | -3.3% | -25.6% | +22.3% | -0.6% |
| 6M | +18.8% | +0.5% | +18.3% | +18.3% |
| YTD | +3.9% | -23.1% | +27.0% | +5.7% |
| 1Y | -3.8% | -7.5% | +3.7% | -4.0% |
| 3Y | -10.5% | +15.3% | -25.8% | -14.1% |
| 5Y | -26.7% | -34.8% | +8.1% | -26.5% |
| 10Y | +19.9% | -41.2% | +61.0% | +14.8% |
| All | +2,547.7% | +765.2% | +1,782.5% | +1,345.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling