-35.7%
CLX vs FLR
+248.0%
-283.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | -11.9% | -0.7% | -11.2% | -11.9% |
| 3M | -2.6% | +14.3% | -17.0% | -2.8% |
| 6M | -18.2% | +25.6% | -43.8% | -18.6% |
| YTD | -5.9% | +42.9% | -48.8% | -6.7% |
| 1Y | -23.8% | +38.7% | -62.6% | -24.5% |
| 3Y | -33.6% | +61.8% | -95.4% | -34.9% |
| 5Y | -35.7% | +254.1% | -289.8% | -38.1% |
| All | -35.7% | +248.0% | -283.7% | -38.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling