-33.6%
CLX vs FND
-49.6%
+16.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.6% | +3.0% | -0.8% |
| 7D | -3.5% | +0.4% | -3.9% | -3.6% |
| 30D | -11.9% | -23.6% | +11.7% | -8.1% |
| 3M | -2.6% | +4.3% | -6.9% | -3.3% |
| 6M | -18.2% | -20.3% | +2.1% | -16.0% |
| YTD | -5.9% | -21.3% | +15.4% | -3.4% |
| 1Y | -23.8% | -45.4% | +21.5% | -18.8% |
| 3Y | -33.6% | -48.9% | +15.3% | -31.1% |
| All | -33.6% | -49.6% | +16.0% | -31.1% |
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