+4,055.8%
FDX vs CLX
+2,760.7%
+1,295.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +5.6% | -2.1% | +1.9% |
| 7D | +0.2% | +17.4% | -17.2% | -4.3% |
| 30D | +9.3% | +27.8% | -18.5% | +1.9% |
| 3M | +0.5% | +3.0% | -2.5% | -0.6% |
| 6M | +5.3% | +17.5% | -12.2% | -0.1% |
| YTD | +38.6% | +10.0% | +28.6% | +33.4% |
| 1Y | +53.5% | +3.3% | +50.2% | +50.3% |
| 3Y | +74.2% | -10.1% | +84.4% | +75.4% |
| 5Y | +75.3% | -23.7% | +99.0% | +80.5% |
| 10Y | +156.3% | +24.9% | +131.4% | +114.7% |
| All | +4,055.8% | +2,760.7% | +1,295.1% | +1,146.5% |
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