+159.9%
CLX vs FN
+3,020.0%
-2,860.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -6.0% | +11.7% | +5.9% |
| 7D | +14.2% | -7.0% | +21.2% | +14.4% |
| 30D | +22.7% | -24.7% | +47.4% | +23.5% |
| 3M | -2.8% | -35.7% | +32.9% | -1.8% |
| 6M | +17.7% | -52.4% | +70.1% | +19.7% |
| YTD | +3.3% | -25.0% | +28.3% | +2.8% |
| 1Y | -5.6% | -25.7% | +20.0% | -6.2% |
| 3Y | -11.0% | +110.2% | -121.2% | -17.1% |
| 5Y | -27.6% | +192.3% | -219.9% | -34.4% |
| 10Y | +19.2% | +812.3% | -793.0% | -0.4% |
| All | +159.9% | +3,020.0% | -2,860.1% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling