-7.8%
CLX vs FFIV
+95.4%
-103.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.7% | +3.8% | +1.2% |
| 7D | +9.5% | -0.5% | +10.1% | +9.5% |
| 30D | +30.7% | -32.4% | +63.1% | +31.1% |
| 3M | +4.2% | -25.7% | +29.9% | +4.4% |
| 6M | +22.1% | -13.5% | +35.6% | +21.5% |
| YTD | +14.1% | +21.1% | -7.0% | +11.6% |
| 1Y | +10.3% | +29.4% | -19.1% | +7.3% |
| 3Y | -7.8% | +94.9% | -102.7% | -13.0% |
| All | -7.8% | +95.4% | -103.2% | -13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling