+339.7%
CLX vs FLR
+603.8%
-264.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -1.2% |
| 7D | -9.2% | +5.4% | -14.7% | -9.5% |
| 30D | -11.0% | +11.4% | -22.4% | -11.7% |
| 3M | +5.0% | +11.4% | -6.4% | +4.2% |
| 6M | -18.8% | +16.6% | -35.5% | -19.8% |
| YTD | -4.4% | +41.7% | -46.1% | -6.7% |
| 1Y | -21.9% | +35.4% | -57.3% | -23.7% |
| 3Y | -32.8% | +57.3% | -90.1% | -35.7% |
| 5Y | -34.6% | +241.0% | -275.5% | -40.8% |
| 10Y | -4.7% | +16.6% | -21.3% | -10.2% |
| All | +339.7% | +603.8% | -264.1% | +205.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling