+5.9%
CLX vs FGI
+45.3%
-39.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.6% |
| 7D | +17.4% | -1.4% | +18.8% | +17.4% |
| 30D | +27.8% | -3.2% | +31.0% | +27.8% |
| 3M | +3.0% | +64.1% | -61.1% | +1.9% |
| 6M | +17.5% | +17.2% | +0.3% | +16.3% |
| YTD | +10.0% | +31.6% | -21.6% | +7.1% |
| All | +5.9% | +45.3% | -39.4% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling