+306.3%
CLX vs FFIV
+5,965.2%
-5,658.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.3% |
| 7D | +13.6% | -8.1% | +21.7% | +13.9% |
| 30D | +23.4% | -33.4% | +56.7% | +24.9% |
| 3M | -2.8% | -24.7% | +21.9% | -2.1% |
| 6M | +14.0% | -8.8% | +22.8% | +14.1% |
| YTD | +4.2% | +21.8% | -17.6% | +3.1% |
| 1Y | -1.2% | +25.3% | -26.5% | -2.3% |
| 3Y | -12.7% | +101.2% | -113.8% | -15.2% |
| 5Y | -26.5% | +40.2% | -66.7% | -28.0% |
| 10Y | +20.2% | +129.0% | -108.8% | +15.3% |
| All | +306.3% | +5,965.2% | -5,658.9% | +221.2% |
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 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