-5.3%
CLX vs FRMI
-89.6%
+84.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +26.7% | -25.5% | +1.2% |
| 7D | +9.5% | +66.2% | -56.7% | +9.7% |
| 30D | +30.7% | -17.4% | +48.1% | +30.6% |
| 3M | +4.2% | -60.5% | +64.7% | +4.1% |
| 6M | +22.1% | -56.5% | +78.6% | +21.9% |
| YTD | +14.1% | -67.4% | +81.5% | +14.1% |
| 1Y | +10.3% | -85.1% | +95.4% | +8.8% |
| All | -5.3% | -89.6% | +84.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling