-34.0%
CLX vs ALLE
+13.7%
-47.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.6% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -11.0% | -6.8% | -4.2% | -9.4% |
| 3M | +5.0% | +21.0% | -16.0% | -0.2% |
| 6M | -18.8% | +1.1% | -19.9% | -19.4% |
| YTD | -4.4% | -0.5% | -3.9% | -4.8% |
| 1Y | -21.9% | -7.3% | -14.6% | -20.9% |
| 3Y | -32.8% | +42.3% | -75.0% | -39.1% |
| All | -34.0% | +13.7% | -47.8% | -41.9% |
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 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