+53.2%
FDX vs CLX
-1.9%
+55.0%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.8% |
| 7D | -1.6% | +13.6% | -15.2% | -4.4% |
| 30D | +6.6% | +23.4% | -16.7% | +1.7% |
| 3M | -2.1% | -2.8% | +0.8% | -2.0% |
| 6M | +2.2% | +14.0% | -11.8% | -1.4% |
| YTD | +33.9% | +4.2% | +29.8% | +33.2% |
| All | +53.2% | -1.9% | +55.0% | +54.3% |
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 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