-27.1%
CLX vs FGI
-70.0%
+42.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +13.6% | -4.1% | +17.7% | +13.7% |
| 30D | +29.1% | -3.4% | +32.4% | +29.1% |
| 3M | +1.6% | +61.8% | -60.2% | +0.7% |
| 6M | +18.7% | +17.0% | +1.7% | +17.8% |
| YTD | +11.1% | +31.4% | -20.3% | +9.6% |
| 1Y | +7.0% | +42.7% | -35.7% | +5.4% |
| 3Y | -10.0% | -0.1% | -9.9% | -11.3% |
| All | -27.1% | -70.0% | +42.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling