-8.9%
CLX vs FTI
+205.9%
-214.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.0% | +1.2% |
| 7D | +8.5% | +5.4% | +3.1% | +8.7% |
| 30D | +30.0% | -8.2% | +38.2% | +29.7% |
| 3M | +3.8% | -13.7% | +17.5% | +3.5% |
| 6M | +24.6% | -11.2% | +35.8% | +24.5% |
| YTD | +12.8% | +46.0% | -33.2% | +11.5% |
| 1Y | +8.6% | +51.8% | -43.2% | +7.4% |
| All | -8.9% | +205.9% | -214.7% | -7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling