+6.9%
CLX vs FN
-19.6%
+26.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.6% | +0.4% |
| 7D | +7.8% | +8.0% | -0.2% | +8.0% |
| 30D | +28.5% | -19.1% | +47.7% | +27.2% |
| 3M | +1.3% | -29.8% | +31.1% | -0.1% |
| 6M | +23.4% | -43.2% | +66.6% | +20.3% |
| YTD | +11.4% | -18.9% | +30.3% | +10.3% |
| 1Y | +6.9% | -17.9% | +24.8% | +5.4% |
| All | +6.9% | -19.6% | +26.5% | +5.4% |
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