+10.3%
CLX vs FIVE
+62.4%
-52.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +9.5% | +2.7% | +6.8% | +9.2% |
| 30D | +30.7% | +12.7% | +18.0% | +29.2% |
| 3M | +4.2% | +2.1% | +2.2% | +3.9% |
| 6M | +22.1% | +17.5% | +4.6% | +19.8% |
| YTD | +14.1% | +31.0% | -16.9% | +10.0% |
| 1Y | +10.3% | +67.7% | -57.4% | -4.5% |
| All | +10.3% | +62.4% | -52.1% | -4.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling