-24.7%
CLX vs FLR
+30.6%
-55.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.3% | +1.4% | -1.0% |
| 7D | -5.9% | -6.9% | +1.0% | -6.1% |
| 30D | -17.0% | +1.1% | -18.2% | -17.0% |
| 3M | -9.6% | +14.3% | -23.9% | -9.2% |
| 6M | -21.5% | +19.1% | -40.6% | -21.2% |
| YTD | -8.8% | +35.1% | -43.9% | -7.6% |
| 1Y | -24.7% | +29.5% | -54.1% | -20.6% |
| All | -24.7% | +30.6% | -55.3% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling