-27.1%
CLX vs ALLE
+51.3%
-78.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.4% |
| 7D | +12.4% | 0.0% | +12.4% | +12.4% |
| 30D | +21.1% | +20.6% | +0.5% | +14.8% |
| 3M | -3.3% | +11.4% | -14.7% | -6.4% |
| 6M | +18.8% | +42.5% | -23.7% | +7.7% |
| YTD | +3.9% | +18.9% | -15.0% | -1.6% |
| 1Y | -3.8% | +14.2% | -18.0% | -8.1% |
| 3Y | -10.5% | +90.7% | -101.2% | -25.4% |
| All | -27.1% | +51.3% | -78.4% | -38.6% |
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