+545.7%
FICO vs CLX
+26.5%
+519.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.7% |
| 7D | +0.9% | +13.6% | -12.8% | -2.6% |
| 30D | +9.4% | +29.1% | -19.6% | +2.2% |
| 3M | -30.4% | +1.6% | -32.0% | -30.9% |
| 6M | -35.1% | +18.7% | -53.8% | -38.0% |
| YTD | -56.8% | +11.1% | -67.9% | -58.3% |
| 1Y | -58.4% | +7.0% | -65.4% | -59.5% |
| 3Y | -26.7% | -10.0% | -16.7% | -26.0% |
| 5Y | +88.0% | -22.6% | +110.7% | +92.9% |
| 10Y | +545.7% | +29.3% | +516.4% | +457.2% |
| All | +545.7% | +26.5% | +519.2% | +457.2% |
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