-79.1%
FIG vs CLX
-22.2%
-56.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.3% | -3.1% | -4.6% |
| 7D | -16.3% | -9.2% | -7.1% | -17.8% |
| 30D | -14.3% | -11.0% | -3.3% | -16.2% |
| 3M | +7.2% | +5.0% | +2.1% | +11.7% |
| 6M | -18.6% | -18.8% | +0.2% | -24.8% |
| YTD | -35.5% | -4.4% | -31.1% | -35.6% |
| 1Y | -55.8% | -21.9% | -33.9% | -63.7% |
| All | -79.1% | -22.2% | -56.9% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling