-31.9%
CLX vs FGI
-70.3%
+38.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +12.4% | -11.6% | +24.0% | +12.5% |
| 30D | +21.1% | -3.3% | +24.4% | +21.1% |
| 3M | -3.3% | +65.6% | -68.9% | -4.2% |
| 6M | +18.8% | -2.8% | +21.6% | +18.0% |
| YTD | +3.9% | +30.1% | -26.2% | +2.5% |
| 1Y | -3.8% | +50.2% | -54.0% | -5.3% |
| 3Y | -10.5% | -0.4% | -10.1% | -11.8% |
| All | -31.9% | -70.3% | +38.5% | -32.4% |
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