+442.4%
FLEX vs CL
+30.5%
+412.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.5% | +3.0% | +0.8% |
| 7D | -0.9% | -2.2% | +1.3% | -1.9% |
| 30D | -10.1% | -4.8% | -5.3% | -12.1% |
| 3M | -31.3% | +4.9% | -36.3% | -29.8% |
| 6M | +71.3% | -5.7% | +77.0% | +67.2% |
| YTD | +81.2% | +14.4% | +66.9% | +93.1% |
| 1Y | +98.5% | +8.7% | +89.7% | +109.1% |
| All | +442.4% | +30.5% | +412.0% | +501.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling