-26.9%
CLX vs ALM
+396.4%
-423.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | +0.3% |
| 7D | +13.6% | -6.7% | +20.3% | +13.6% |
| 30D | +23.4% | -32.9% | +56.2% | +23.5% |
| 3M | -2.8% | -39.5% | +36.6% | -2.7% |
| 6M | +14.0% | -62.0% | +76.0% | +14.1% |
| YTD | +4.2% | -7.8% | +12.0% | +4.9% |
| 1Y | -1.2% | +26.7% | -27.8% | -0.3% |
| 3Y | -12.7% | +825.4% | -838.0% | -13.6% |
| All | -26.9% | +396.4% | -423.3% | -26.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling