+4.4%
FICO vs CLX
-32.8%
+37.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.3% |
| 7D | -19.2% | -9.2% | -9.9% | -16.8% |
| 30D | -14.6% | -11.0% | -3.5% | -11.5% |
| 3M | -20.1% | +5.0% | -25.1% | -20.7% |
| 6M | -36.3% | -18.8% | -17.5% | -32.8% |
| YTD | -44.9% | -4.4% | -40.5% | -44.4% |
| 1Y | -38.6% | -21.9% | -16.8% | -35.0% |
| All | +4.4% | -32.8% | +37.2% | +9.7% |
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