+30.3%
CLX vs ALM
+1,942.8%
-1,912.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -6.5% | +7.7% | +1.3% |
| 7D | +8.5% | -4.0% | +12.6% | +8.6% |
| 30D | +30.0% | -30.5% | +60.5% | +30.3% |
| 3M | +3.8% | -46.9% | +50.7% | +4.2% |
| 6M | +24.6% | -65.5% | +90.1% | +25.3% |
| YTD | +12.8% | -13.4% | +26.2% | +12.9% |
| 1Y | +8.6% | +9.8% | -1.2% | +8.7% |
| 3Y | -8.6% | +783.1% | -791.7% | -10.8% |
| 5Y | -21.8% | +378.3% | -400.1% | -23.4% |
| All | +30.3% | +1,942.8% | -1,912.6% | +26.0% |
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