+416.7%
FLEX vs CL
+39.7%
+377.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.7% | +4.0% |
| 7D | -19.3% | +1.3% | -20.6% | -18.9% |
| 30D | -41.5% | +11.4% | -52.9% | -39.9% |
| 3M | -43.1% | +4.4% | -47.5% | -42.1% |
| 6M | -48.2% | +10.8% | -59.0% | -46.8% |
| YTD | +15.5% | +25.1% | -9.6% | +19.7% |
| 1Y | +10.2% | +28.0% | -17.8% | +14.4% |
| 3Y | +256.8% | +37.6% | +219.2% | +244.9% |
| All | +416.7% | +39.7% | +377.0% | +395.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling