-22.6%
CLX vs ALLE
+53.5%
-76.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.2% |
| 7D | +13.6% | +0.1% | +13.6% | +13.6% |
| 30D | +29.1% | +25.9% | +3.1% | +20.9% |
| 3M | +1.6% | +14.9% | -13.3% | -2.4% |
| 6M | +18.7% | +42.1% | -23.4% | +7.6% |
| YTD | +11.1% | +20.4% | -9.3% | +4.8% |
| 1Y | +7.0% | +14.9% | -7.9% | +2.0% |
| 3Y | -10.0% | +90.1% | -100.1% | -24.8% |
| 5Y | -22.6% | +53.0% | -75.6% | -35.0% |
| All | -22.6% | +53.5% | -76.1% | -35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling