-10.0%
CLX vs FLR
+47.2%
-57.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +13.6% | +5.1% | +8.5% | +13.6% |
| 30D | +29.1% | -0.5% | +29.5% | +29.0% |
| 3M | +1.6% | -3.5% | +5.1% | +1.6% |
| 6M | +18.7% | +16.5% | +2.3% | +18.3% |
| YTD | +11.1% | +27.3% | -16.2% | +10.5% |
| 1Y | +7.0% | +10.6% | -3.6% | +6.7% |
| 3Y | -10.0% | +39.4% | -49.4% | -11.6% |
| All | -10.0% | +47.2% | -57.2% | -11.6% |
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 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