-27.1%
CLX vs FIVE
+14.6%
-41.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.3% | +4.8% | +0.9% |
| 7D | +12.4% | -1.7% | +14.2% | +12.6% |
| 30D | +21.1% | +14.9% | +6.2% | +19.9% |
| 3M | -3.3% | +7.6% | -10.9% | -3.9% |
| 6M | +18.8% | +6.4% | +12.4% | +17.9% |
| YTD | +3.9% | +28.1% | -24.2% | +1.6% |
| 1Y | -3.8% | +54.7% | -58.5% | -7.2% |
| 3Y | -10.5% | +36.1% | -46.6% | -12.3% |
| All | -27.1% | +14.6% | -41.7% | -34.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling