+140.4%
CLX vs FN
+3,620.5%
-3,480.2%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +3.1% | -4.4% | -1.4% |
| 7D | -9.2% | -1.7% | -7.6% | -9.2% |
| 30D | -11.0% | -22.0% | +10.9% | -10.5% |
| 3M | +5.0% | -43.0% | +48.0% | +6.6% |
| 6M | -18.8% | -27.7% | +8.9% | -18.6% |
| YTD | -4.4% | -10.5% | +6.1% | -5.2% |
| 1Y | -21.9% | +12.5% | -34.3% | -23.4% |
| 3Y | -32.8% | +153.8% | -186.6% | -37.7% |
| 5Y | -34.6% | +288.0% | -322.6% | -41.3% |
| 10Y | -4.7% | +906.4% | -911.1% | -20.4% |
| All | +140.4% | +3,620.5% | -3,480.2% | +89.4% |
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