+614.8%
FLEX vs CL
+88.0%
+526.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.8% | -5.8% | -4.4% |
| 7D | +7.5% | +3.2% | +4.2% | +6.8% |
| 30D | -25.3% | +8.0% | -33.3% | -26.8% |
| 3M | -39.7% | +7.9% | -47.5% | -41.0% |
| 6M | -47.9% | +14.7% | -62.6% | -50.4% |
| YTD | +24.1% | +29.2% | -5.1% | +12.7% |
| 1Y | +26.0% | +29.5% | -3.6% | +14.1% |
| 3Y | +282.7% | +40.7% | +242.0% | +214.0% |
| 5Y | +424.2% | +43.9% | +380.4% | +317.1% |
| All | +614.8% | +88.0% | +526.8% | +393.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling