+8.1%
FPS vs CLX
-19.9%
+28.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.2% |
| 7D | +3.1% | -9.2% | +12.4% | +1.2% |
| 30D | -18.6% | -11.0% | -7.5% | -20.4% |
| 3M | -51.5% | +5.0% | -56.5% | -51.2% |
| 6M | -8.5% | -18.8% | +10.3% | +7.9% |
| All | +8.1% | -19.9% | +28.0% | +27.7% |
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