+30.3%
CLX vs FTI
+183.5%
-153.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.2% |
| 7D | +8.5% | +5.4% | +3.1% | +8.6% |
| 30D | +30.0% | -8.2% | +38.2% | +29.8% |
| 3M | +3.8% | -13.7% | +17.5% | +3.6% |
| 6M | +24.6% | -11.2% | +35.8% | +24.5% |
| YTD | +12.8% | +46.0% | -33.2% | +13.2% |
| 1Y | +8.6% | +51.8% | -43.2% | +9.1% |
| 3Y | -8.6% | +206.7% | -215.4% | -7.2% |
| 5Y | -21.8% | +862.0% | -883.8% | -18.4% |
| All | +30.3% | +183.5% | -153.3% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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