+59.3%
CLX vs ALLE
+331.3%
-272.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.1% |
| 7D | +12.4% | 0.0% | +12.4% | +12.4% |
| 30D | +21.1% | +20.6% | +0.5% | +16.6% |
| 3M | -3.3% | +11.4% | -14.7% | -5.5% |
| 6M | +18.8% | +42.5% | -23.7% | +10.7% |
| YTD | +3.9% | +18.9% | -15.0% | 0.0% |
| 1Y | -3.8% | +14.2% | -18.0% | -6.8% |
| 3Y | -10.5% | +90.7% | -101.2% | -21.2% |
| 5Y | -26.7% | +52.5% | -79.2% | -34.0% |
| 10Y | +19.9% | +231.2% | -211.3% | -7.9% |
| All | +59.3% | +331.3% | -272.0% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling