+24.9%
CLX vs FDS
+135.1%
-110.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +5.9% | +5.6% |
| 7D | +17.4% | -5.0% | +22.3% | +18.6% |
| 30D | +27.8% | +13.8% | +14.0% | +24.3% |
| 3M | +3.0% | +14.8% | -11.8% | -0.3% |
| 6M | +17.5% | +47.4% | -29.9% | +7.3% |
| YTD | +10.0% | +14.2% | -4.2% | +5.5% |
| 1Y | +3.3% | +26.6% | -23.4% | -3.6% |
| 3Y | -10.1% | -24.4% | +14.3% | -5.5% |
| 5Y | -23.7% | -22.6% | -1.1% | -21.5% |
| 10Y | +24.9% | +130.0% | -105.1% | +2.5% |
| All | +24.9% | +135.1% | -110.3% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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