-25.2%
CLX vs FGI
-74.8%
+49.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -25.2% | +26.3% | +1.3% |
| 7D | +9.5% | -14.4% | +23.9% | +9.6% |
| 30D | +30.7% | -11.8% | +42.5% | +30.7% |
| 3M | +4.2% | -46.2% | +50.5% | +4.6% |
| 6M | +22.1% | +5.2% | +16.9% | +21.2% |
| YTD | +14.1% | +10.5% | +3.5% | +12.6% |
| 1Y | +10.3% | +25.5% | -15.2% | +8.7% |
| 3Y | -7.8% | -16.0% | +8.2% | -9.1% |
| All | -25.2% | -74.8% | +49.6% | -25.7% |
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