+30.3%
CLX vs FIVE
+505.3%
-475.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.3% |
| 7D | +8.5% | +2.4% | +6.1% | +8.4% |
| 30D | +30.0% | +15.8% | +14.1% | +28.9% |
| 3M | +3.8% | +3.8% | 0.0% | +3.5% |
| 6M | +24.6% | +18.5% | +6.1% | +23.1% |
| YTD | +12.8% | +31.2% | -18.5% | +10.7% |
| 1Y | +8.6% | +61.8% | -53.2% | +5.3% |
| 3Y | -8.6% | +39.9% | -48.5% | -11.6% |
| 5Y | -21.8% | +18.3% | -40.1% | -25.0% |
| All | +30.3% | +505.3% | -475.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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