-35.5%
CLX vs FRSH
-72.5%
+37.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -5.7% | -6.6% | +0.9% | -5.6% |
| 30D | -17.0% | +2.1% | -19.1% | -17.0% |
| 3M | -9.7% | +29.0% | -38.6% | -9.8% |
| 6M | -19.8% | +48.6% | -68.5% | -20.0% |
| YTD | -9.8% | -2.9% | -6.9% | -9.4% |
| 1Y | -26.2% | -7.9% | -18.3% | -25.8% |
| 3Y | -36.2% | -46.5% | +10.3% | -35.7% |
| All | -35.5% | -72.5% | +37.0% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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