-34.1%
CLX vs FRSH
-72.4%
+38.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.1% |
| 7D | -4.9% | -9.6% | +4.6% | -4.8% |
| 30D | -15.8% | -0.4% | -15.4% | -15.8% |
| 3M | -7.9% | +27.2% | -35.1% | -8.1% |
| 6M | -19.0% | +42.2% | -61.2% | -19.2% |
| YTD | -7.9% | -2.6% | -5.3% | -7.5% |
| 1Y | -25.4% | -10.2% | -15.2% | -24.9% |
| 3Y | -35.0% | -45.5% | +10.5% | -34.5% |
| All | -34.1% | -72.4% | +38.3% | -35.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling