-56.4%
FICO vs CLX
-6.5%
-49.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +5.7% | -8.9% | -5.2% |
| 7D | +0.4% | +14.2% | -13.8% | -4.6% |
| 30D | +1.7% | +22.7% | -21.0% | -5.9% |
| 3M | -33.0% | -2.8% | -30.3% | -32.7% |
| 6M | -33.9% | +17.7% | -51.6% | -36.4% |
| YTD | -58.5% | +3.3% | -61.9% | -60.3% |
| 1Y | -56.4% | -5.6% | -50.7% | -57.0% |
| All | -56.4% | -6.5% | -49.8% | -57.0% |
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