-35.8%
CLX vs FLNC
-70.4%
+34.5%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.5% | -3.6% | -1.1% |
| 7D | -5.7% | -4.1% | -1.6% | -5.7% |
| 30D | -17.0% | -24.8% | +7.8% | -16.9% |
| 3M | -9.7% | -59.1% | +49.4% | -9.4% |
| 6M | -19.8% | -42.0% | +22.1% | -20.0% |
| YTD | -9.8% | -49.8% | +39.9% | -10.1% |
| 1Y | -26.2% | +43.1% | -69.3% | -27.4% |
| 3Y | -36.2% | -61.0% | +24.8% | -37.2% |
| All | -35.8% | -70.4% | +34.5% | -35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLNC.
Daily Out/Under-Performance
Portfolio return minus FLNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLNC 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 FLNC 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