-32.8%
FPS vs CLX
-12.7%
-20.1%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.3% | +6.7% | +7.1% |
| 7D | -24.5% | +13.6% | -38.1% | -20.3% |
| 30D | -52.1% | +23.4% | -75.4% | -47.6% |
| 3M | -48.4% | -2.8% | -45.5% | -46.3% |
| 6M | -54.4% | +14.0% | -68.3% | -52.0% |
| All | -32.8% | -12.7% | -20.1% | -15.6% |
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