-1.2%
CLX vs FN
-33.3%
+32.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | +0.8% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +23.4% | -34.3% | +57.7% | +21.1% |
| 3M | -2.8% | -39.9% | +37.0% | -4.8% |
| 6M | +14.0% | -51.8% | +65.8% | +10.6% |
| YTD | +4.2% | -28.1% | +32.3% | +3.1% |
| 1Y | -1.2% | -29.1% | +27.9% | -2.4% |
| All | -1.2% | -33.3% | +32.1% | -2.4% |
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