+92.9%
FICO vs CLX
-22.3%
+115.2%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.5% | -0.3% |
| 7D | +4.0% | +7.8% | -3.8% | +1.7% |
| 30D | -1.5% | +28.5% | -30.0% | -8.7% |
| 3M | -29.8% | +1.3% | -31.1% | -30.3% |
| 6M | -33.3% | +23.4% | -56.6% | -37.1% |
| YTD | -56.9% | +11.4% | -68.3% | -58.6% |
| 1Y | -59.5% | +6.9% | -66.4% | -60.6% |
| 3Y | -26.9% | -9.8% | -17.1% | -26.4% |
| 5Y | +92.9% | -22.7% | +115.6% | +93.3% |
| All | +92.9% | -22.3% | +115.2% | +93.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling