+2,277.8%
CLS vs FLEX
+1,786.0%
+491.8%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +12.0% | -4.2% | +1.1% |
| 7D | -10.6% | -7.2% | -3.4% | -6.7% |
| 30D | -38.4% | -34.8% | -3.7% | -21.6% |
| 3M | -29.9% | -35.6% | +5.7% | -9.8% |
| 6M | -40.6% | -45.0% | +4.4% | -17.2% |
| YTD | -24.6% | +29.4% | -54.0% | -38.5% |
| 1Y | -30.8% | +24.8% | -55.6% | -41.8% |
| 3Y | +811.7% | +304.4% | +507.3% | +328.4% |
| 5Y | +1,838.4% | +484.1% | +1,354.4% | +631.7% |
| 10Y | +1,751.5% | +640.4% | +1,111.1% | +419.4% |
| All | +2,277.8% | +1,786.0% | +491.8% | +261.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling