+472.1%
CLX vs FE
+561.4%
-89.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.6% | -0.7% | -1.2% |
| 7D | -9.2% | +1.9% | -11.2% | -9.7% |
| 30D | -11.0% | -1.2% | -9.9% | -10.8% |
| 3M | +5.0% | +3.5% | +1.5% | +4.1% |
| 6M | -18.8% | -6.1% | -12.8% | -17.6% |
| YTD | -4.4% | +7.6% | -12.0% | -6.3% |
| 1Y | -21.9% | +11.9% | -33.8% | -24.2% |
| 3Y | -32.8% | +48.4% | -81.2% | -39.6% |
| 5Y | -34.6% | +44.8% | -79.4% | -41.3% |
| 10Y | -4.7% | +115.9% | -120.6% | -26.4% |
| All | +472.1% | +561.4% | -89.3% | +154.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling