+10.3%
CLX vs FN
-25.5%
+35.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -7.3% | +8.5% | +0.9% |
| 7D | +9.5% | +0.3% | +9.2% | +9.5% |
| 30D | +30.7% | -16.5% | +47.2% | +29.7% |
| 3M | +4.2% | -42.1% | +46.3% | +1.9% |
| 6M | +22.1% | -52.9% | +75.0% | +18.5% |
| YTD | +14.1% | -28.0% | +42.0% | +12.9% |
| 1Y | +10.3% | -18.5% | +28.8% | +9.9% |
| All | +10.3% | -25.5% | +35.8% | +9.9% |
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