+31.8%
CLX vs ALLE
+211.7%
-179.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +1.0% |
| 7D | +9.5% | +3.6% | +5.9% | +8.7% |
| 30D | +30.7% | +25.9% | +4.8% | +24.5% |
| 3M | +4.2% | +15.8% | -11.5% | +1.0% |
| 6M | +22.1% | +48.1% | -26.0% | +12.6% |
| YTD | +14.1% | +22.0% | -7.9% | +9.0% |
| 1Y | +10.3% | +18.0% | -7.7% | +6.0% |
| 3Y | -7.8% | +93.1% | -100.9% | -19.4% |
| 5Y | -20.8% | +52.1% | -72.9% | -29.2% |
| All | +31.8% | +211.7% | -179.9% | -1.2% |
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