-32.0%
CLX vs FIVE
+50.0%
-82.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.5% |
| 7D | -9.2% | +4.3% | -13.5% | -9.4% |
| 30D | -11.0% | +12.5% | -23.6% | -11.5% |
| 3M | +5.0% | +31.2% | -26.2% | +3.7% |
| 6M | -18.8% | +14.4% | -33.2% | -19.4% |
| YTD | -4.4% | +33.9% | -38.3% | -5.8% |
| 1Y | -21.9% | +65.1% | -86.9% | -23.7% |
| All | -32.0% | +50.0% | -82.0% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling