-18.8%
CLX vs ALLE
-0.4%
-18.4%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.7% |
| 7D | -9.2% | -0.2% | -9.0% | -9.1% |
| 30D | -11.0% | -6.8% | -4.2% | -8.6% |
| 3M | +5.0% | +21.0% | -16.0% | -2.8% |
| 6M | -18.8% | +1.1% | -19.9% | -21.1% |
| All | -18.8% | -0.4% | -18.4% | -21.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling