+85.1%
CLX vs USFR
+28.6%
+56.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +8.5% | +0.1% | +8.5% | +8.5% |
| 30D | +30.0% | +0.4% | +29.6% | +29.9% |
| 3M | +3.8% | +1.0% | +2.8% | +3.6% |
| 6M | +24.6% | +2.0% | +22.6% | +24.1% |
| YTD | +12.8% | +3.4% | +9.3% | +11.9% |
| 1Y | +8.6% | +4.1% | +4.5% | +7.6% |
| 3Y | -8.6% | +14.4% | -23.1% | -11.4% |
| 5Y | -21.8% | +21.4% | -43.2% | -25.3% |
| 10Y | +30.4% | +28.5% | +1.8% | +22.3% |
| All | +85.1% | +28.6% | +56.5% | +68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling