-14.9%
CLX vs ALLE
+87.9%
-102.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +13.6% | -0.6% | +14.2% | +13.8% |
| 30D | +23.4% | +25.3% | -2.0% | +15.4% |
| 3M | -2.8% | +10.3% | -13.1% | -5.9% |
| 6M | +14.0% | +38.0% | -24.1% | +4.0% |
| YTD | +4.2% | +17.8% | -13.6% | -1.5% |
| 1Y | -1.2% | +13.6% | -14.8% | -5.9% |
| All | -14.9% | +87.9% | -102.8% | -21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling