-10.0%
CLX vs FND
-34.0%
+24.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.6% | +1.7% |
| 7D | +13.6% | +6.8% | +6.8% | +12.2% |
| 30D | +29.1% | +13.1% | +16.0% | +26.1% |
| 3M | +1.6% | -13.1% | +14.7% | +3.5% |
| 6M | +18.7% | -0.6% | +19.3% | +18.1% |
| YTD | +11.1% | -15.5% | +26.6% | +12.4% |
| 1Y | +7.0% | -13.7% | +20.7% | +7.9% |
| 3Y | -10.0% | -35.0% | +25.0% | -12.0% |
| All | -10.0% | -34.0% | +24.0% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling