+28.7%
CLX vs ALLY
+182.4%
-153.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.3% | +0.2% |
| 7D | +7.8% | -2.8% | +10.5% | +7.9% |
| 30D | +28.5% | +1.9% | +26.6% | +28.4% |
| 3M | +1.3% | -12.1% | +13.4% | +1.7% |
| 6M | +23.4% | -9.0% | +32.4% | +23.7% |
| YTD | +11.4% | -12.9% | +24.3% | +11.8% |
| 1Y | +6.9% | -0.1% | +7.0% | +6.9% |
| 3Y | -9.8% | +64.6% | -74.4% | -11.0% |
| 5Y | -22.7% | -10.1% | -12.6% | -24.1% |
| 10Y | +28.7% | +176.7% | -147.9% | +28.5% |
| All | +28.7% | +182.4% | -153.6% | +28.5% |
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