-26.1%
CLX vs FGI
-66.3%
+40.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.2% | -4.9% | +1.2% |
| 7D | +8.5% | +13.5% | -5.0% | +8.4% |
| 30D | +30.0% | +17.1% | +12.9% | +29.8% |
| 3M | +3.8% | +78.0% | -74.2% | +2.8% |
| 6M | +24.6% | +46.4% | -21.8% | +23.5% |
| YTD | +12.8% | +47.7% | -35.0% | +11.1% |
| 1Y | +8.6% | +56.8% | -48.2% | +6.9% |
| 3Y | -8.6% | +12.3% | -20.9% | -10.1% |
| All | -26.1% | -66.3% | +40.3% | -26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling