+19.1%
CLX vs FIVE
+563.4%
-544.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +13.6% | -0.3% | +13.9% | +13.6% |
| 30D | +23.4% | +17.7% | +5.7% | +22.2% |
| 3M | -2.8% | +4.0% | -6.8% | -3.1% |
| 6M | +14.0% | +2.6% | +11.4% | +13.6% |
| YTD | +4.2% | +27.6% | -23.4% | +2.4% |
| 1Y | -1.2% | +59.9% | -61.1% | -4.0% |
| 3Y | -12.7% | +35.8% | -48.5% | -15.4% |
| 5Y | -26.5% | +14.4% | -40.9% | -29.4% |
| All | +19.1% | +563.4% | -544.3% | +3.9% |
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