+46.6%
CLX vs ALLE
+260.9%
-214.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.0% | -2.3% | -1.5% |
| 7D | -9.2% | -0.2% | -9.0% | -9.2% |
| 30D | -11.0% | -6.8% | -4.2% | -9.8% |
| 3M | +5.0% | +21.0% | -16.0% | +1.2% |
| 6M | -18.8% | +1.1% | -19.9% | -19.2% |
| YTD | -4.4% | -0.5% | -3.9% | -4.6% |
| 1Y | -21.9% | -7.3% | -14.6% | -21.1% |
| 3Y | -32.8% | +42.3% | -75.0% | -37.4% |
| 5Y | -34.6% | +13.5% | -48.0% | -37.9% |
| 10Y | -4.7% | +144.0% | -148.7% | -22.6% |
| All | +46.6% | +260.9% | -214.3% | +13.6% |
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 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