-26.9%
CLX vs FE
+42.2%
-69.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.7% |
| 7D | +13.6% | -1.0% | +14.6% | +14.0% |
| 30D | +23.4% | +4.1% | +19.2% | +21.8% |
| 3M | -2.8% | -1.0% | -1.8% | -2.6% |
| 6M | +14.0% | +4.0% | +10.0% | +12.4% |
| YTD | +4.2% | +6.8% | -2.7% | +1.9% |
| 1Y | -1.2% | +5.3% | -6.5% | -2.9% |
| 3Y | -12.7% | +44.6% | -57.3% | -22.6% |
| All | -26.9% | +42.2% | -69.1% | -35.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling