-35.3%
CLS vs FLEX
+21.6%
-56.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +12.0% | -4.2% | +0.5% |
| 7D | -10.6% | -7.2% | -3.4% | -6.5% |
| 30D | -38.4% | -34.8% | -3.7% | -21.4% |
| 3M | -29.9% | -35.6% | +5.7% | -9.7% |
| 6M | -40.6% | -45.0% | +4.4% | -17.4% |
| YTD | -24.6% | +29.4% | -54.0% | -50.3% |
| All | -35.3% | +21.6% | -56.9% | -54.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling