+60.2%
CLX vs ALM
+7,705.7%
-7,645.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.3% |
| 7D | -9.2% | -2.6% | -6.6% | -9.2% |
| 30D | -11.0% | +32.0% | -43.1% | -11.1% |
| 3M | +5.0% | -15.0% | +20.1% | +5.0% |
| 6M | -18.8% | -10.1% | -8.7% | -18.8% |
| YTD | -4.4% | +99.4% | -103.8% | -4.5% |
| 1Y | -21.9% | +316.4% | -338.2% | -22.0% |
| 3Y | -32.8% | +2,022.0% | -2,054.7% | -33.2% |
| 5Y | -34.6% | +941.2% | -975.7% | -34.9% |
| 10Y | -4.7% | +2,950.3% | -2,955.0% | -5.5% |
| All | +60.2% | +7,705.7% | -7,645.6% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling