+24.9%
CLX vs FE
+108.0%
-83.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.4% | +5.2% | +5.5% |
| 7D | +17.4% | -1.1% | +18.5% | +17.7% |
| 30D | +27.8% | +4.6% | +23.1% | +26.3% |
| 3M | +3.0% | -0.8% | +3.8% | +3.2% |
| 6M | +17.5% | +7.3% | +10.3% | +15.4% |
| YTD | +10.0% | +8.3% | +1.6% | +7.7% |
| 1Y | +3.3% | +5.7% | -2.4% | +1.8% |
| 3Y | -10.1% | +49.0% | -59.2% | -18.8% |
| 5Y | -23.7% | +49.2% | -72.9% | -31.6% |
| 10Y | +24.9% | +110.7% | -85.8% | -2.4% |
| All | +24.9% | +108.0% | -83.2% | -2.4% |
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