+451.6%
CLX vs FTI
+2,165.1%
-1,713.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -9.2% | +5.3% | -14.5% | -9.5% |
| 30D | -11.0% | +15.3% | -26.4% | -11.7% |
| 3M | +5.0% | +15.8% | -10.7% | +4.2% |
| 6M | -18.8% | +22.6% | -41.4% | -19.8% |
| YTD | -4.4% | +79.5% | -84.0% | -7.3% |
| 1Y | -21.9% | +102.0% | -123.9% | -24.7% |
| 3Y | -32.8% | +315.8% | -348.6% | -38.0% |
| 5Y | -34.6% | +1,129.5% | -1,164.1% | -43.8% |
| 10Y | -4.7% | +320.9% | -325.6% | -15.1% |
| All | +451.6% | +2,165.1% | -1,713.5% | +267.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling