-35.4%
CLX vs USFR
+20.4%
-55.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.5% |
| 7D | -3.5% | +0.1% | -3.6% | -3.5% |
| 30D | -11.9% | +0.3% | -12.2% | -11.7% |
| 3M | -2.6% | +1.0% | -3.6% | -2.1% |
| 6M | -18.2% | +1.9% | -20.1% | -17.2% |
| YTD | -5.9% | +2.7% | -8.6% | -4.4% |
| 1Y | -23.8% | +4.0% | -27.9% | -22.0% |
| 3Y | -33.6% | +14.0% | -47.6% | -24.8% |
| All | -35.4% | +20.4% | -55.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling