-34.8%
CLX vs FRSH
-72.6%
+37.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -5.9% | -11.2% | +5.3% | -5.7% |
| 30D | -17.0% | -0.8% | -16.2% | -17.0% |
| 3M | -9.6% | +26.4% | -36.0% | -9.7% |
| 6M | -21.5% | +48.4% | -69.9% | -21.7% |
| YTD | -8.8% | -3.1% | -5.7% | -8.4% |
| 1Y | -24.7% | -8.7% | -16.0% | -24.2% |
| 3Y | -35.6% | -45.8% | +10.2% | -35.1% |
| All | -34.8% | -72.6% | +37.8% | -35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling