+149.8%
FDX vs CLX
+30.5%
+119.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | +0.8% | +8.5% | -7.7% | -0.6% |
| 30D | +9.9% | +30.0% | -20.1% | +5.1% |
| 3M | -1.9% | +3.8% | -5.7% | -2.7% |
| 6M | +6.1% | +24.6% | -18.5% | +1.9% |
| YTD | +38.8% | +12.8% | +26.0% | +35.3% |
| 1Y | +50.0% | +8.6% | +41.4% | +47.0% |
| 3Y | +71.0% | -8.6% | +79.7% | +71.3% |
| 5Y | +72.5% | -21.8% | +94.2% | +74.9% |
| All | +149.8% | +30.5% | +119.2% | +121.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling