-35.7%
CLX vs FTV
+4.3%
-40.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -3.5% | -0.4% | -3.2% | -3.5% |
| 30D | -11.9% | -8.3% | -3.6% | -10.1% |
| 3M | -2.6% | -7.4% | +4.8% | -1.0% |
| 6M | -18.2% | -1.2% | -17.0% | -18.0% |
| YTD | -5.9% | +2.7% | -8.6% | -6.9% |
| 1Y | -23.8% | +18.4% | -42.3% | -27.0% |
| 3Y | -33.6% | -2.0% | -31.5% | -34.4% |
| 5Y | -35.7% | +3.4% | -39.1% | -40.8% |
| All | -35.7% | +4.3% | -40.0% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling