-10.0%
CLX vs FIVE
+43.9%
-53.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.0% |
| 7D | +13.6% | +7.3% | +6.3% | +13.2% |
| 30D | +29.1% | +18.1% | +11.0% | +28.1% |
| 3M | +1.6% | +7.7% | -6.1% | +1.2% |
| 6M | +18.7% | +13.6% | +5.1% | +17.8% |
| YTD | +11.1% | +34.6% | -23.5% | +9.5% |
| 1Y | +7.0% | +66.2% | -59.2% | +4.6% |
| 3Y | -10.0% | +43.5% | -53.5% | -6.4% |
| All | -10.0% | +43.9% | -53.9% | -6.4% |
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