-35.1%
CLX vs FLNC
-71.1%
+36.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.9% |
| 7D | -5.9% | -5.0% | -0.9% | -5.8% |
| 30D | -17.0% | -26.1% | +9.0% | -16.9% |
| 3M | -9.6% | -55.2% | +45.6% | -9.3% |
| 6M | -21.5% | -42.6% | +21.1% | -21.7% |
| YTD | -8.8% | -51.0% | +42.2% | -9.0% |
| 1Y | -24.7% | +43.3% | -68.0% | -25.9% |
| 3Y | -35.6% | -63.4% | +27.8% | -36.6% |
| All | -35.1% | -71.1% | +36.0% | -35.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling