-22.6%
CLX vs ALLE
+51.6%
-74.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +9.5% | +3.6% | +5.9% | +8.4% |
| 30D | +30.7% | +25.9% | +4.8% | +22.5% |
| 3M | +4.2% | +15.8% | -11.5% | -0.1% |
| 6M | +22.1% | +48.1% | -26.0% | +9.5% |
| YTD | +14.1% | +22.0% | -7.9% | +7.2% |
| 1Y | +10.3% | +18.0% | -7.7% | +4.5% |
| 3Y | -7.8% | +93.1% | -100.9% | -23.4% |
| All | -22.6% | +51.6% | -74.3% | -34.9% |
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