+305.2%
CLX vs FFIV
+5,982.7%
-5,677.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.5% | +6.0% | +0.7% |
| 7D | +12.4% | -14.2% | +26.7% | +13.0% |
| 30D | +21.1% | -33.6% | +54.7% | +22.6% |
| 3M | -3.3% | -24.2% | +20.9% | -2.6% |
| 6M | +18.8% | -8.3% | +27.1% | +18.9% |
| YTD | +3.9% | +22.1% | -18.2% | +2.8% |
| 1Y | -3.8% | +26.5% | -30.3% | -4.9% |
| 3Y | -10.5% | +102.3% | -112.8% | -13.1% |
| 5Y | -26.7% | +40.6% | -67.3% | -28.2% |
| 10Y | +19.9% | +129.7% | -109.8% | +15.0% |
| All | +305.2% | +5,982.7% | -5,677.5% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling