-21.9%
CLX vs FN
+17.1%
-38.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.1% |
| 7D | -9.2% | -1.7% | -7.6% | -9.3% |
| 30D | -11.0% | -22.0% | +10.9% | -12.0% |
| 3M | +5.0% | -43.0% | +48.0% | +2.6% |
| 6M | -18.8% | -27.7% | +8.9% | -20.1% |
| YTD | -4.4% | -10.5% | +6.1% | -4.3% |
| 1Y | -21.9% | +12.5% | -34.3% | -18.0% |
| All | -21.9% | +17.1% | -38.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 FN 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