+5.9%
CLX vs FTV
+127.5%
-121.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +7.8% | -0.7% | +8.4% | +7.9% |
| 30D | +28.5% | +18.3% | +10.2% | +25.4% |
| 3M | +1.3% | +10.2% | -8.9% | -0.2% |
| 6M | +23.4% | +12.8% | +10.6% | +21.1% |
| YTD | +11.4% | +23.4% | -12.0% | +7.7% |
| 1Y | +6.9% | +31.4% | -24.5% | +2.5% |
| 3Y | -9.8% | +38.7% | -48.4% | -14.6% |
| 5Y | -22.7% | +18.6% | -41.3% | -26.5% |
| 10Y | +28.7% | +110.1% | -81.4% | +9.4% |
| All | +5.9% | +127.5% | -121.6% | -11.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling