+31.8%
CLX vs ALLY
+174.3%
-142.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.3% | +1.1% |
| 7D | +9.5% | +0.4% | +9.1% | +9.5% |
| 30D | +30.7% | +5.2% | +25.5% | +30.5% |
| 3M | +4.2% | -13.3% | +17.5% | +4.7% |
| 6M | +22.1% | -6.7% | +28.8% | +22.4% |
| YTD | +14.1% | -12.8% | +26.9% | +14.5% |
| 1Y | +10.3% | +0.7% | +9.6% | +10.3% |
| 3Y | -7.8% | +65.2% | -73.0% | -9.0% |
| 5Y | -20.8% | -10.1% | -10.7% | -22.3% |
| All | +31.8% | +174.3% | -142.5% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 10y: compounded portfolio wealth divided by compounded ALLY 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…
10y analysis · Full analysis span regression · 6 months rolling