-2.5%
CLX vs FFIV
+224.0%
-226.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -3.5% | -1.5% | -2.0% | -3.4% |
| 30D | -11.9% | -2.7% | -9.2% | -11.7% |
| 3M | -2.6% | -1.7% | -1.0% | -2.6% |
| 6M | -18.2% | +36.1% | -54.3% | -20.4% |
| YTD | -5.9% | +52.6% | -58.5% | -9.5% |
| 1Y | -23.8% | +21.5% | -45.4% | -25.5% |
| 3Y | -33.6% | +142.7% | -176.3% | -39.3% |
| 5Y | -35.7% | +92.6% | -128.2% | -40.7% |
| 10Y | -2.5% | +225.5% | -228.0% | -14.2% |
| All | -2.5% | +224.0% | -226.5% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling