+104,095.6%
FICO vs CLX
+2,386.6%
+101,709.0%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.3% | -15.4% | -16.4% |
| 7D | -19.2% | -9.2% | -9.9% | -17.2% |
| 30D | -14.6% | -11.0% | -3.5% | -12.0% |
| 3M | -20.1% | +5.0% | -25.1% | -21.0% |
| 6M | -36.3% | -18.8% | -17.5% | -33.1% |
| YTD | -44.9% | -4.4% | -40.5% | -44.5% |
| 1Y | -38.6% | -21.9% | -16.8% | -35.2% |
| 3Y | +4.0% | -32.8% | +36.7% | +12.8% |
| 5Y | +99.5% | -34.6% | +134.1% | +114.8% |
| 10Y | +604.7% | -4.7% | +609.4% | +575.6% |
| All | +104,095.6% | +2,386.6% | +101,709.0% | +68,247.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling