+75.5%
FDX vs CLX
-24.4%
+99.9%
-11.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.6% | -1.0% | -2.3% |
| 7D | -3.3% | -3.5% | +0.2% | -2.7% |
| 30D | -1.4% | -11.9% | +10.5% | +0.8% |
| 3M | -4.5% | -2.6% | -1.9% | -4.1% |
| 6M | +9.4% | -18.2% | +27.6% | +12.9% |
| YTD | +36.0% | -5.9% | +41.9% | +38.7% |
| 1Y | +75.5% | -23.8% | +99.3% | +78.0% |
| All | +75.5% | -24.4% | +99.9% | +78.0% |
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