-58.5%
FICO vs CLX
+9.5%
-68.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | 0.0% |
| 7D | +2.2% | +9.5% | -7.3% | -1.2% |
| 30D | +0.1% | +30.7% | -30.6% | -9.8% |
| 3M | -35.2% | +4.2% | -39.4% | -36.5% |
| 6M | -32.4% | +22.1% | -54.5% | -36.7% |
| YTD | -57.4% | +14.1% | -71.5% | -61.3% |
| 1Y | -58.5% | +10.3% | -68.9% | -61.7% |
| All | -58.5% | +9.5% | -68.1% | -61.7% |
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