-57.0%
FIG vs CLX
+7.9%
-64.9%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.5% | -0.3% |
| 7D | +2.6% | +8.5% | -5.9% | +2.4% |
| 30D | -13.1% | +30.0% | -43.0% | -13.3% |
| 3M | -20.3% | +3.8% | -24.1% | -21.9% |
| 6M | -2.1% | +24.6% | -26.7% | +1.0% |
| YTD | -49.4% | +12.8% | -62.1% | -53.3% |
| 1Y | -57.0% | +8.6% | -65.6% | -59.7% |
| All | -57.0% | +7.9% | -64.9% | -59.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling