-33.6%
CLX vs USFR
+14.0%
-47.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.5% | +0.1% | -3.6% | -3.6% |
| 30D | -11.9% | +0.3% | -12.2% | -12.1% |
| 3M | -2.6% | +1.0% | -3.6% | -3.5% |
| 6M | -18.2% | +1.9% | -20.1% | -19.3% |
| YTD | -5.9% | +2.7% | -8.6% | -7.7% |
| 1Y | -23.8% | +4.0% | -27.9% | -26.1% |
| 3Y | -33.6% | +14.0% | -47.6% | -35.0% |
| All | -33.6% | +14.0% | -47.6% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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