-26.7%
FICO vs CLX
-9.6%
-17.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | -0.1% | +0.6% |
| 7D | +0.9% | +13.6% | -12.8% | -3.3% |
| 30D | +9.4% | +29.1% | -19.6% | +0.5% |
| 3M | -30.4% | +1.6% | -32.0% | -31.0% |
| 6M | -35.1% | +18.7% | -53.8% | -38.5% |
| YTD | -56.8% | +11.1% | -67.9% | -58.7% |
| 1Y | -58.4% | +7.0% | -65.4% | -59.8% |
| 3Y | -26.7% | -10.0% | -16.7% | -22.7% |
| All | -26.7% | -9.6% | -17.1% | -22.7% |
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 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