+651.7%
FLEX vs CL
+84.6%
+567.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.1% | +3.9% | +3.8% |
| 7D | +2.2% | -0.8% | +3.0% | +2.4% |
| 30D | -32.6% | +9.5% | -42.2% | -34.4% |
| 3M | -35.5% | +6.8% | -42.3% | -36.8% |
| 6M | -45.6% | +14.3% | -59.8% | -48.3% |
| YTD | +30.7% | +27.0% | +3.7% | +19.2% |
| 1Y | +28.4% | +26.3% | +2.1% | +17.0% |
| 3Y | +301.7% | +39.3% | +262.4% | +229.5% |
| 5Y | +473.3% | +41.5% | +431.8% | +357.7% |
| 10Y | +651.7% | +84.1% | +567.6% | +423.5% |
| All | +651.7% | +84.6% | +567.2% | +423.5% |
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