+7.2%
CLX vs ALM
+15.4%
-8.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +7.8% | -7.2% | +14.9% | +7.9% |
| 30D | +28.5% | -26.4% | +54.9% | +29.4% |
| 3M | +1.3% | -38.6% | +39.9% | +2.6% |
| 6M | +23.4% | -61.0% | +84.4% | +25.4% |
| YTD | +11.4% | -7.4% | +18.7% | +17.3% |
| All | +7.2% | +15.4% | -8.2% | +15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling