-1.4%
CLX vs FN
-40.3%
+38.9%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.8% | -0.1% |
| 7D | +12.4% | -16.0% | +28.4% | +11.5% |
| 30D | +21.1% | -40.1% | +61.2% | +18.4% |
| 3M | -3.3% | -43.9% | +40.6% | -5.5% |
| 6M | +18.8% | -55.6% | +74.5% | +14.7% |
| YTD | +3.9% | -35.7% | +39.6% | +2.3% |
| All | -1.4% | -40.3% | +38.9% | -3.1% |
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