+19.1%
CLX vs FN
+753.0%
-733.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | +0.1% |
| 7D | +13.6% | 0.0% | +13.6% | +13.5% |
| 30D | +23.4% | -34.3% | +57.7% | +24.1% |
| 3M | -2.8% | -39.9% | +37.0% | -2.2% |
| 6M | +14.0% | -51.8% | +65.8% | +15.0% |
| YTD | +4.2% | -28.1% | +32.3% | +3.5% |
| 1Y | -1.2% | -29.1% | +27.9% | -1.9% |
| 3Y | -12.7% | +102.4% | -115.1% | -18.8% |
| 5Y | -26.5% | +171.7% | -198.1% | -33.7% |
| All | +19.1% | +753.0% | -733.9% | -3.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling