-12.7%
CLX vs FN
+101.0%
-113.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +11.7% | -11.4% | +0.6% |
| 7D | +13.6% | 0.0% | +13.6% | +13.6% |
| 30D | +23.4% | -34.3% | +57.7% | +22.1% |
| 3M | -2.8% | -39.9% | +37.0% | -3.9% |
| 6M | +14.0% | -51.8% | +65.8% | +12.3% |
| YTD | +4.2% | -28.1% | +32.3% | +3.3% |
| 1Y | -1.2% | -29.1% | +27.9% | -2.0% |
| 3Y | -12.7% | +102.4% | -115.1% | -14.8% |
| All | -12.7% | +101.0% | -113.7% | -14.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling