+28.7%
CLX vs ALLE
+212.2%
-183.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.1% |
| 7D | +7.8% | -0.8% | +8.6% | +8.0% |
| 30D | +28.5% | +27.4% | +1.2% | +22.2% |
| 3M | +1.3% | +13.8% | -12.5% | -1.5% |
| 6M | +23.4% | +45.5% | -22.1% | +14.1% |
| YTD | +11.4% | +21.4% | -10.0% | +6.5% |
| 1Y | +6.9% | +15.4% | -8.4% | +3.2% |
| 3Y | -9.8% | +91.7% | -101.5% | -21.0% |
| 5Y | -22.7% | +54.5% | -77.2% | -31.0% |
| 10Y | +28.7% | +210.5% | -181.8% | -3.0% |
| All | +28.7% | +212.2% | -183.4% | -3.0% |
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