+241.2%
FLEX vs CL
+41.3%
+199.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.1% | -13.5% | -13.6% |
| 7D | -28.3% | +5.9% | -34.2% | -25.5% |
| 30D | -45.0% | +13.8% | -58.8% | -40.4% |
| 3M | -45.2% | +6.4% | -51.7% | -42.4% |
| 6M | -30.8% | +15.6% | -46.4% | -24.2% |
| YTD | +10.4% | +27.9% | -17.4% | +27.1% |
| 1Y | +2.3% | +31.4% | -29.1% | +19.3% |
| All | +241.2% | +41.3% | +199.9% | +324.8% |
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