+272.8%
CLX vs FFIV
+7,518.9%
-7,246.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -19.8% |
| YTD | -4.4% | +53.0% | -57.4% | -5.9% |
| 1Y | -21.9% | +24.2% | -46.1% | -22.6% |
| 3Y | -32.8% | +137.2% | -170.0% | -35.0% |
| 5Y | -34.6% | +91.8% | -126.3% | -36.4% |
| 10Y | -4.7% | +215.2% | -219.9% | -9.4% |
| All | +272.8% | +7,518.9% | -7,246.1% | +193.0% |
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 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