+9.9%
CLX vs FND
+57.9%
-48.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +1.4% |
| 7D | +9.5% | -6.8% | +16.3% | +10.2% |
| 30D | +30.7% | +8.0% | +22.7% | +29.7% |
| 3M | +4.2% | -18.9% | +23.2% | +6.1% |
| 6M | +22.1% | +4.7% | +17.4% | +21.5% |
| YTD | +14.1% | -21.6% | +35.7% | +15.8% |
| 1Y | +10.3% | -22.0% | +32.3% | +12.0% |
| 3Y | -7.8% | -40.4% | +32.6% | -5.7% |
| 5Y | -20.8% | -63.8% | +42.9% | -18.6% |
| All | +9.9% | +57.9% | -48.0% | +0.4% |
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