+42.9%
FANG vs CLX
-20.9%
+63.8%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -2.1% |
| 7D | +0.8% | -9.2% | +10.0% | -1.1% |
| 30D | +7.6% | -11.0% | +18.6% | +5.2% |
| 3M | -1.3% | +5.0% | -6.3% | -0.2% |
| 6M | +14.7% | -18.8% | +33.5% | +18.9% |
| YTD | +34.8% | -4.4% | +39.2% | +35.1% |
| 1Y | +42.9% | -21.9% | +64.8% | +44.4% |
| All | +42.9% | -20.9% | +63.8% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 1y: compounded portfolio wealth divided by compounded CLX 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…
1y analysis · Full analysis span regression · 6 months rolling