-10.1%
CLX vs FTV
+37.0%
-47.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.6% | +2.9% | +5.0% |
| 7D | +17.4% | +0.4% | +17.0% | +17.3% |
| 30D | +27.8% | +17.2% | +10.6% | +23.4% |
| 3M | +3.0% | +8.9% | -5.9% | +1.0% |
| 6M | +17.5% | +11.3% | +6.2% | +14.6% |
| YTD | +10.0% | +21.9% | -12.0% | +5.1% |
| 1Y | +3.3% | +31.6% | -28.3% | -2.6% |
| 3Y | -10.1% | +38.1% | -48.2% | -19.4% |
| All | -10.1% | +37.0% | -47.2% | -19.4% |
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