+411.0%
CLX vs FLR
+532.1%
-121.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | +13.6% | +5.1% | +8.5% | +13.3% |
| 30D | +29.1% | -0.5% | +29.5% | +29.0% |
| 3M | +1.6% | -3.5% | +5.1% | +1.7% |
| 6M | +18.7% | +16.5% | +2.3% | +17.3% |
| YTD | +11.1% | +27.3% | -16.2% | +9.0% |
| 1Y | +7.0% | +10.6% | -3.6% | +5.7% |
| 3Y | -10.0% | +39.4% | -49.4% | -13.3% |
| 5Y | -22.6% | +126.4% | -149.0% | -28.3% |
| 10Y | +29.3% | +8.4% | +21.0% | +22.2% |
| All | +411.0% | +532.1% | -121.1% | +256.5% |
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