-2.9%
CLX vs ALLY
+193.4%
-196.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.3% |
| 7D | -9.2% | +3.7% | -12.9% | -9.3% |
| 30D | -11.0% | -2.3% | -8.8% | -11.0% |
| 3M | +5.0% | +3.8% | +1.2% | +4.9% |
| 6M | -18.8% | +9.7% | -28.5% | -19.0% |
| YTD | -4.4% | -1.4% | -3.0% | -4.4% |
| 1Y | -21.9% | +8.2% | -30.1% | -22.1% |
| 3Y | -32.8% | +66.5% | -99.2% | -33.8% |
| 5Y | -34.6% | +1.2% | -35.8% | -36.0% |
| All | -2.9% | +193.4% | -196.2% | -3.0% |
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