-35.7%
CLX vs FDS
-20.4%
-15.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.3% | +2.7% | -0.8% |
| 7D | -3.5% | -5.4% | +1.8% | -2.6% |
| 30D | -11.9% | +1.6% | -13.5% | -12.2% |
| 3M | -2.6% | +17.7% | -20.4% | -5.7% |
| 6M | -18.2% | +29.1% | -47.2% | -22.6% |
| YTD | -5.9% | +1.0% | -6.9% | -5.9% |
| 1Y | -23.8% | -21.6% | -2.2% | -18.9% |
| 3Y | -33.6% | -30.1% | -3.5% | -27.6% |
| 5Y | -35.7% | -20.7% | -14.9% | -36.7% |
| All | -35.7% | -20.4% | -15.3% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling