-23.8%
FICO vs CLX
-10.5%
-13.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -0.3% | +12.4% | -12.7% | -4.2% |
| 30D | +1.7% | +21.1% | -19.4% | -4.7% |
| 3M | -35.2% | -3.3% | -31.9% | -34.7% |
| 6M | -33.7% | +18.8% | -52.5% | -36.8% |
| YTD | -58.2% | +3.9% | -62.1% | -59.1% |
| 1Y | -56.6% | -3.8% | -52.8% | -56.7% |
| All | -23.8% | -10.5% | -13.3% | -19.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling