-2.5%
CLX vs ALM
+3,219.4%
-3,222.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +8.8% | -10.4% | -1.6% |
| 7D | -3.5% | +8.4% | -12.0% | -3.6% |
| 30D | -11.9% | +34.8% | -46.7% | -12.0% |
| 3M | -2.6% | +16.2% | -18.8% | -2.8% |
| 6M | -18.2% | +2.1% | -20.3% | -18.3% |
| YTD | -5.9% | +117.0% | -122.9% | -6.3% |
| 1Y | -23.8% | +313.9% | -337.7% | -24.4% |
| 3Y | -33.6% | +2,327.9% | -2,361.5% | -35.8% |
| 5Y | -35.7% | +1,040.6% | -1,076.3% | -37.4% |
| 10Y | -2.5% | +3,219.4% | -3,222.0% | -7.5% |
| All | -2.5% | +3,219.4% | -3,222.0% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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