+4,087.3%
FDX vs CLX
+2,386.6%
+1,700.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.8% | -0.2% |
| 7D | -2.5% | -9.2% | +6.7% | +0.1% |
| 30D | +3.8% | -11.0% | +14.8% | +7.2% |
| 3M | -1.3% | +5.0% | -6.3% | -3.1% |
| 6M | +5.0% | -18.8% | +23.8% | +10.5% |
| YTD | +39.6% | -4.4% | +44.0% | +40.1% |
| 1Y | +81.1% | -21.9% | +103.0% | +91.8% |
| 3Y | +63.0% | -32.8% | +95.8% | +78.1% |
| 5Y | +65.6% | -34.6% | +100.2% | +78.3% |
| 10Y | +183.4% | -4.7% | +188.1% | +157.9% |
| All | +4,087.3% | +2,386.6% | +1,700.7% | +1,208.5% |
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