-34.0%
CLX vs FIVE
+31.2%
-65.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.1% | -6.4% | -1.7% |
| 7D | -9.2% | +4.3% | -13.5% | -9.5% |
| 30D | -11.0% | +12.5% | -23.6% | -11.9% |
| 3M | +5.0% | +31.2% | -26.2% | +2.9% |
| 6M | -18.8% | +14.4% | -33.2% | -19.8% |
| YTD | -4.4% | +33.9% | -38.3% | -6.7% |
| 1Y | -21.9% | +65.1% | -86.9% | -25.0% |
| 3Y | -32.8% | +49.0% | -81.7% | -34.7% |
| All | -34.0% | +31.2% | -65.2% | -40.6% |
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