+1,443.7%
FANG vs CLX
+82.8%
+1,360.9%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.3% |
| 7D | +1.2% | -5.9% | +7.1% | +0.5% |
| 30D | +2.4% | -17.0% | +19.4% | +0.2% |
| 3M | +5.1% | -9.6% | +14.7% | +4.1% |
| 6M | +16.4% | -21.5% | +37.9% | +14.4% |
| YTD | +39.0% | -8.8% | +47.8% | +38.6% |
| 1Y | +50.6% | -24.7% | +75.3% | +47.4% |
| 3Y | +46.9% | -35.6% | +82.6% | +41.9% |
| 5Y | +238.2% | -37.6% | +275.9% | +226.8% |
| 10Y | +181.3% | -2.4% | +183.6% | +138.6% |
| All | +1,443.7% | +82.8% | +1,360.9% | +842.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling