+25.0%
FLEX vs CL
+33.4%
-8.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +3.3% | -15.6% | -9.6% |
| 7D | -17.0% | +7.7% | -24.7% | -11.5% |
| 30D | -33.8% | +15.2% | -49.1% | -26.0% |
| 3M | -39.0% | +7.3% | -46.4% | -34.4% |
| 6M | -15.9% | +17.0% | -32.9% | -6.4% |
| YTD | +27.8% | +28.0% | -0.1% | +51.3% |
| 1Y | +25.0% | +32.1% | -7.1% | +52.6% |
| All | +25.0% | +33.4% | -8.5% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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