-27.0%
CLX vs FGI
-68.3%
+41.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.6% | +0.2% |
| 7D | +7.8% | +6.9% | +0.9% | +7.7% |
| 30D | +28.5% | +3.9% | +24.6% | +28.5% |
| 3M | +1.3% | +74.3% | -73.0% | +0.4% |
| 6M | +23.4% | +28.9% | -5.6% | +22.3% |
| YTD | +11.4% | +39.1% | -27.8% | +9.8% |
| 1Y | +6.9% | +49.3% | -42.4% | +5.2% |
| 3Y | -9.8% | +5.7% | -15.5% | -11.1% |
| All | -27.0% | -68.3% | +41.3% | -27.6% |
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