-32.0%
CLX vs FFIV
+136.9%
-168.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.9% |
| 3M | +5.0% | -4.5% | +9.5% | +5.1% |
| 6M | -18.8% | +36.5% | -55.3% | -20.2% |
| YTD | -4.4% | +53.0% | -57.4% | -6.9% |
| 1Y | -21.9% | +24.2% | -46.1% | -23.1% |
| All | -32.0% | +136.9% | -168.9% | -39.7% |
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