-3.3%
CLX vs FTI
+301.2%
-304.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +1.9% | -1.0% |
| 7D | -5.9% | -5.6% | -0.2% | -5.9% |
| 30D | -17.0% | +0.4% | -17.4% | -17.0% |
| 3M | -9.6% | +8.1% | -17.7% | -9.4% |
| 6M | -21.5% | +16.7% | -38.2% | -21.3% |
| YTD | -8.8% | +70.0% | -78.8% | -8.2% |
| 1Y | -24.7% | +85.4% | -110.1% | -24.1% |
| 3Y | -35.6% | +265.9% | -301.6% | -34.4% |
| 5Y | -37.6% | +1,072.7% | -1,110.4% | -34.6% |
| All | -3.3% | +301.2% | -304.5% | +2.6% |
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