+19.1%
CLX vs FE
+107.4%
-88.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +23.4% | +5.2% | +18.2% | +21.8% |
| 3M | -2.8% | 0.0% | -2.8% | -2.9% |
| 6M | +14.0% | +5.0% | +8.9% | +12.5% |
| YTD | +4.2% | +7.9% | -3.7% | +2.2% |
| 1Y | -1.2% | +6.3% | -7.5% | -2.7% |
| 3Y | -12.7% | +46.0% | -58.7% | -20.8% |
| 5Y | -26.5% | +45.6% | -72.1% | -33.7% |
| All | +19.1% | +107.4% | -88.2% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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