+31.8%
CLX vs FTV
+109.2%
-77.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | +9.5% | +3.9% | +5.6% | +8.9% |
| 30D | +30.7% | +18.7% | +12.0% | +27.4% |
| 3M | +4.2% | +10.0% | -5.8% | +2.7% |
| 6M | +22.1% | +14.6% | +7.6% | +19.6% |
| YTD | +14.1% | +23.4% | -9.4% | +10.4% |
| 1Y | +10.3% | +31.3% | -21.0% | +5.9% |
| 3Y | -7.8% | +39.8% | -47.6% | -12.8% |
| 5Y | -20.8% | +17.7% | -38.5% | -24.7% |
| All | +31.8% | +109.2% | -77.4% | +7.1% |
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