-32.0%
CLX vs FGI
-4.4%
-27.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -1.4% |
| 7D | -9.2% | +0.5% | -9.8% | -9.2% |
| 30D | -11.0% | +65.4% | -76.4% | -11.7% |
| 3M | +5.0% | +23.5% | -18.5% | +4.4% |
| 6M | -18.8% | +60.5% | -79.3% | -19.8% |
| YTD | -4.4% | +30.0% | -34.4% | -5.5% |
| 1Y | -21.9% | +82.1% | -103.9% | -23.2% |
| All | -32.0% | -4.4% | -27.6% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling