-24.3%
CLX vs FRMI
-78.6%
+54.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -1.0% |
| 7D | -5.9% | +10.9% | -16.8% | -5.8% |
| 30D | -17.0% | -24.3% | +7.3% | -17.1% |
| 3M | -9.6% | -21.8% | +12.2% | -9.6% |
| 6M | -21.5% | -33.0% | +11.5% | -21.6% |
| YTD | -8.8% | -32.6% | +23.8% | -8.7% |
| All | -24.3% | -78.6% | +54.3% | -25.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling