+2,288.2%
CLS vs FLEX
+1,735.8%
+552.3%
-96.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.7% | +3.1% | +1.9% |
| 7D | -13.9% | -13.6% | -0.2% | -6.5% |
| 30D | -38.2% | -36.5% | -1.7% | -20.1% |
| 3M | -28.8% | -36.4% | +7.6% | -7.8% |
| 6M | -40.4% | -46.5% | +6.1% | -15.6% |
| YTD | -24.3% | +25.9% | -50.2% | -37.3% |
| 1Y | -35.0% | +19.6% | -54.6% | -44.1% |
| 3Y | +778.7% | +287.0% | +491.7% | +322.7% |
| 5Y | +1,884.8% | +466.6% | +1,418.2% | +661.7% |
| 10Y | +1,761.1% | +626.9% | +1,134.2% | +427.4% |
| All | +2,288.2% | +1,735.8% | +552.3% | +268.0% |
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