-7.9%
CLX vs FND
+66.0%
-74.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -3.0% | -1.5% |
| 7D | -9.2% | -5.2% | -4.0% | -8.8% |
| 30D | -11.0% | -19.9% | +8.8% | -9.4% |
| 3M | +5.0% | +2.7% | +2.3% | +4.7% |
| 6M | -18.8% | -21.7% | +2.9% | -17.5% |
| YTD | -4.4% | -17.5% | +13.1% | -3.3% |
| 1Y | -21.9% | -39.3% | +17.4% | -19.4% |
| 3Y | -32.8% | -49.8% | +17.0% | -30.6% |
| 5Y | -34.6% | -60.1% | +25.5% | -33.1% |
| All | -7.9% | +66.0% | -74.0% | -16.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling