+24.9%
CLX vs ALM
+2,221.4%
-2,196.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +8.1% | -2.5% | +5.5% |
| 7D | +17.4% | +0.7% | +16.6% | +17.4% |
| 30D | +27.8% | -26.1% | +53.8% | +28.0% |
| 3M | +3.0% | -38.1% | +41.1% | +3.3% |
| 6M | +17.5% | -55.4% | +72.9% | +18.0% |
| YTD | +10.0% | -0.4% | +10.4% | +10.0% |
| 1Y | +3.3% | +25.4% | -22.1% | +3.2% |
| 3Y | -10.1% | +907.8% | -917.9% | -12.4% |
| 5Y | -23.7% | +440.2% | -463.9% | -25.5% |
| 10Y | +24.9% | +2,031.1% | -2,006.3% | +19.6% |
| All | +24.9% | +2,221.4% | -2,196.6% | +19.6% |
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