+1,929.4%
CLS vs FLEX
+658.8%
+1,270.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +3.8% | +4.7% | +6.2% |
| 7D | +2.8% | +2.2% | +0.5% | +1.5% |
| 30D | -30.1% | -32.6% | +2.5% | -11.4% |
| 3M | -21.7% | -35.5% | +13.8% | +2.1% |
| 6M | -36.2% | -45.6% | +9.3% | -8.9% |
| YTD | -17.8% | +30.7% | -48.5% | -35.3% |
| 1Y | -26.8% | +28.4% | -55.2% | -41.2% |
| 3Y | +853.4% | +301.7% | +551.7% | +343.4% |
| 5Y | +2,005.0% | +473.3% | +1,531.8% | +708.1% |
| 10Y | +1,929.4% | +651.7% | +1,277.7% | +439.8% |
| All | +1,929.4% | +658.8% | +1,270.6% | +439.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 FLEX 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