-32.5%
CLX vs FTV
-2.5%
-30.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | -9.2% | -4.5% | -4.7% | -8.4% |
| 30D | -11.0% | -7.1% | -4.0% | -9.8% |
| 3M | +5.0% | -7.2% | +12.2% | +6.4% |
| 6M | -18.8% | -1.5% | -17.3% | -18.6% |
| YTD | -4.4% | +3.5% | -7.9% | -5.3% |
| 1Y | -21.9% | +20.3% | -42.2% | -24.5% |
| All | -32.5% | -2.5% | -30.0% | -34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling