+538.9%
FICO vs CLX
+30.5%
+508.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.8% | -1.9% |
| 7D | +1.4% | +8.5% | -7.1% | -0.8% |
| 30D | -0.8% | +30.0% | -30.8% | -7.6% |
| 3M | -31.3% | +3.8% | -35.1% | -32.1% |
| 6M | -33.9% | +24.6% | -58.6% | -37.7% |
| YTD | -57.6% | +12.8% | -70.3% | -59.2% |
| 1Y | -59.7% | +8.6% | -68.2% | -60.8% |
| 3Y | -28.0% | -8.6% | -19.4% | -27.7% |
| 5Y | +91.0% | -21.8% | +112.7% | +95.3% |
| All | +538.9% | +30.5% | +508.4% | +454.4% |
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