-58.4%
FICO vs CLX
+4.7%
-63.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.6% |
| 7D | +0.9% | +13.6% | -12.8% | -3.9% |
| 30D | +9.4% | +29.1% | -19.6% | -0.9% |
| 3M | -30.4% | +1.6% | -32.0% | -31.2% |
| 6M | -35.1% | +18.7% | -53.8% | -38.7% |
| YTD | -56.8% | +11.1% | -67.9% | -60.4% |
| 1Y | -58.4% | +7.0% | -65.4% | -61.2% |
| All | -58.4% | +4.7% | -63.1% | -61.2% |
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 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