-21.9%
CLX vs FFIV
+25.9%
-47.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.9% | -1.3% |
| 7D | -9.2% | -1.0% | -8.3% | -9.2% |
| 30D | -11.0% | -5.1% | -6.0% | -11.0% |
| 3M | +5.0% | -4.5% | +9.5% | +5.0% |
| 6M | -18.8% | +36.5% | -55.3% | -19.5% |
| YTD | -4.4% | +53.0% | -57.4% | -6.2% |
| 1Y | -21.9% | +24.2% | -46.1% | -23.5% |
| All | -21.9% | +25.9% | -47.7% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling