+19.1%
CLX vs FE
+105.3%
-86.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.6% |
| 7D | +13.6% | -1.0% | +14.6% | +13.9% |
| 30D | +23.4% | +4.1% | +19.2% | +22.1% |
| 3M | -2.8% | -1.0% | -1.8% | -2.6% |
| 6M | +14.0% | +4.0% | +10.0% | +12.8% |
| YTD | +4.2% | +6.8% | -2.7% | +2.4% |
| 1Y | -1.2% | +5.3% | -6.5% | -2.5% |
| 3Y | -12.7% | +44.6% | -57.3% | -20.6% |
| 5Y | -26.5% | +44.2% | -70.7% | -33.5% |
| All | +19.1% | +105.3% | -86.2% | -4.8% |
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