+499.7%
FICO vs CLX
+19.4%
+480.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.9% | +13.6% | -14.5% | -4.3% |
| 30D | +3.3% | +23.4% | -20.0% | -2.4% |
| 3M | -31.7% | -2.8% | -28.9% | -31.4% |
| 6M | -34.0% | +14.0% | -48.0% | -36.2% |
| YTD | -58.3% | +4.2% | -62.5% | -59.1% |
| 1Y | -57.9% | -1.2% | -56.8% | -58.2% |
| 3Y | -24.1% | -12.7% | -11.4% | -22.7% |
| 5Y | +85.3% | -26.5% | +111.8% | +92.8% |
| All | +499.7% | +19.4% | +480.3% | +434.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling