-24.6%
CLX vs FIGR
+5.9%
-30.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.2% |
| 7D | -4.9% | +14.9% | -19.8% | -4.5% |
| 30D | -15.8% | +32.3% | -48.1% | -14.8% |
| 3M | -7.9% | +34.8% | -42.7% | -6.6% |
| 6M | -19.0% | +16.8% | -35.8% | -18.2% |
| YTD | -7.9% | -6.7% | -1.3% | -8.0% |
| All | -24.6% | +5.9% | -30.5% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIGR.
Daily Out/Under-Performance
Portfolio return minus FIGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIGR 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 10y: compounded portfolio wealth divided by compounded FIGR 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…
10y analysis · Full analysis span regression · 6 months rolling