-1.4%
CLX vs FLR
+17.1%
-18.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.2% |
| 7D | -4.9% | -3.1% | -1.8% | -4.9% |
| 30D | -15.8% | +4.9% | -20.8% | -15.8% |
| 3M | -7.9% | +10.8% | -18.7% | -7.9% |
| 6M | -19.0% | +19.7% | -38.7% | -19.0% |
| YTD | -7.9% | +38.4% | -46.3% | -7.9% |
| 1Y | -25.4% | +34.7% | -60.1% | -25.3% |
| 3Y | -35.0% | +56.7% | -91.7% | -34.9% |
| 5Y | -36.8% | +241.6% | -278.4% | -36.2% |
| 10Y | -1.4% | +20.2% | -21.6% | +3.7% |
| All | -1.4% | +17.1% | -18.6% | +3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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