+182.8%
FDX vs CLX
-2.4%
+185.2%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.3% |
| 7D | -2.5% | -9.2% | +6.7% | -1.0% |
| 30D | +3.8% | -11.0% | +14.8% | +5.7% |
| 3M | -1.3% | +5.0% | -6.3% | -2.3% |
| 6M | +5.0% | -18.8% | +23.8% | +8.1% |
| YTD | +39.6% | -4.4% | +44.0% | +40.1% |
| 1Y | +81.1% | -21.9% | +103.0% | +87.2% |
| 3Y | +63.0% | -32.8% | +95.8% | +71.4% |
| 5Y | +65.6% | -34.6% | +100.2% | +73.2% |
| All | +182.8% | -2.4% | +185.2% | +170.3% |
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