+19.1%
CLX vs ALLE
+222.4%
-203.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +13.6% | -0.6% | +14.2% | +13.7% |
| 30D | +23.4% | +25.3% | -2.0% | +17.7% |
| 3M | -2.8% | +10.3% | -13.1% | -4.9% |
| 6M | +14.0% | +38.0% | -24.1% | +6.6% |
| YTD | +4.2% | +17.8% | -13.6% | +0.3% |
| 1Y | -1.2% | +13.6% | -14.8% | -4.2% |
| 3Y | -12.7% | +89.2% | -101.9% | -23.2% |
| 5Y | -26.5% | +51.1% | -77.5% | -34.0% |
| All | +19.1% | +222.4% | -203.3% | -8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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