+28.4%
CLX vs FTV
+107.0%
-78.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.9% |
| 7D | +13.6% | +1.4% | +12.3% | +13.4% |
| 30D | +29.1% | +18.3% | +10.8% | +25.9% |
| 3M | +1.6% | +9.8% | -8.2% | +0.1% |
| 6M | +18.7% | +12.3% | +6.4% | +16.6% |
| YTD | +11.1% | +23.1% | -12.0% | +7.5% |
| 1Y | +7.0% | +32.5% | -25.5% | +2.6% |
| 3Y | -10.0% | +38.3% | -48.3% | -14.7% |
| 5Y | -22.6% | +16.8% | -39.5% | -26.4% |
| All | +28.4% | +107.0% | -78.5% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 FTV 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