-26.7%
CLX vs FN
+148.3%
-175.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -14.2% | +14.8% | +0.5% |
| 7D | +12.4% | -16.0% | +28.4% | +12.3% |
| 30D | +21.1% | -40.1% | +61.2% | +20.8% |
| 3M | -3.3% | -43.9% | +40.6% | -3.6% |
| 6M | +18.8% | -55.6% | +74.5% | +18.4% |
| YTD | +3.9% | -35.7% | +39.6% | +3.0% |
| 1Y | -3.8% | -39.8% | +36.0% | -4.6% |
| 3Y | -10.5% | +80.3% | -90.8% | -15.8% |
| 5Y | -26.7% | +143.3% | -170.0% | -35.2% |
| All | -26.7% | +148.3% | -175.0% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling