+3,038.3%
CLS vs FLEX
+1,045.8%
+1,992.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.9% |
| 7D | +20.1% | +6.4% | +13.7% | +16.0% |
| 30D | +6.0% | -5.9% | +11.9% | +10.1% |
| 3M | -10.3% | -23.5% | +13.2% | +4.0% |
| 6M | +24.5% | +83.7% | -59.2% | -20.3% |
| YTD | +12.9% | +86.5% | -73.6% | -28.2% |
| 1Y | +36.7% | +100.5% | -63.8% | -15.4% |
| 3Y | +1,328.1% | +469.8% | +858.2% | +434.7% |
| 5Y | +3,682.3% | +725.7% | +2,956.7% | +1,072.7% |
| 10Y | +3,038.3% | +1,086.7% | +1,951.6% | +603.4% |
| All | +3,038.3% | +1,045.8% | +1,992.5% | +603.4% |
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