-11.3%
CLX vs FND
+57.3%
-68.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.1% |
| 7D | -4.9% | -0.8% | -4.2% | -4.9% |
| 30D | -15.8% | -19.6% | +3.8% | -14.2% |
| 3M | -7.9% | -4.3% | -3.6% | -7.6% |
| 6M | -19.0% | -20.4% | +1.4% | -17.8% |
| YTD | -7.9% | -21.9% | +13.9% | -6.5% |
| 1Y | -25.4% | -45.2% | +19.8% | -22.4% |
| 3Y | -35.0% | -49.2% | +14.2% | -32.9% |
| 5Y | -36.8% | -61.8% | +25.0% | -35.1% |
| All | -11.3% | +57.3% | -68.6% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling