+840.0%
CLX vs FDS
+9,502.8%
-8,662.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -0.8% |
| 7D | -9.2% | -1.9% | -7.3% | -9.0% |
| 30D | -11.0% | +9.0% | -20.1% | -12.2% |
| 3M | +5.0% | +18.9% | -13.8% | +2.2% |
| 6M | -18.8% | +35.1% | -53.9% | -23.0% |
| YTD | -4.4% | +5.5% | -9.9% | -6.3% |
| 1Y | -21.9% | -16.8% | -5.0% | -20.8% |
| 3Y | -32.8% | -28.1% | -4.7% | -30.6% |
| 5Y | -34.6% | -17.4% | -17.1% | -34.2% |
| 10Y | -4.7% | +85.4% | -90.1% | -15.5% |
| All | +840.0% | +9,502.8% | -8,662.8% | +420.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling