-80.8%
FIG vs CLX
-25.8%
-55.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.9% | +1.5% | +0.4% |
| 7D | -12.2% | -5.9% | -6.4% | -13.1% |
| 30D | -11.0% | -17.0% | +6.1% | -14.0% |
| 3M | +11.9% | -9.6% | +21.5% | +9.4% |
| 6M | -21.9% | -21.5% | -0.4% | -28.1% |
| YTD | -40.8% | -8.8% | -31.9% | -41.3% |
| 1Y | -56.6% | -24.7% | -32.0% | -64.2% |
| All | -80.8% | -25.8% | -55.0% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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