+78,645.2%
FICO vs CLX
+2,609.7%
+76,035.4%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | -0.9% | +13.6% | -14.5% | -4.1% |
| 30D | +3.3% | +23.4% | -20.0% | -2.0% |
| 3M | -31.7% | -2.8% | -28.9% | -31.3% |
| 6M | -34.0% | +14.0% | -48.0% | -36.1% |
| YTD | -58.3% | +4.2% | -62.5% | -59.0% |
| 1Y | -57.9% | -1.2% | -56.8% | -58.1% |
| 3Y | -24.1% | -12.7% | -11.4% | -22.6% |
| 5Y | +85.3% | -26.5% | +111.8% | +93.6% |
| 10Y | +520.3% | +20.2% | +500.1% | +461.1% |
| All | +78,645.2% | +2,609.7% | +76,035.4% | +50,364.2% |
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