-34.8%
CLX vs FLR
+56.0%
-90.8%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.2% | +1.0% | -2.1% |
| 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% | -8.1% |
| 6M | -19.0% | +19.7% | -38.7% | -19.4% |
| YTD | -7.9% | +38.4% | -46.3% | -8.6% |
| 1Y | -25.4% | +34.7% | -60.1% | -26.0% |
| All | -34.8% | +56.0% | -90.8% | -38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling