+4,785.6%
FLEX vs CL
+2,427.7%
+2,357.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.1% | -13.5% | -13.6% |
| 7D | -28.3% | +5.9% | -34.2% | -30.0% |
| 30D | -45.0% | +13.8% | -58.8% | -48.0% |
| 3M | -45.2% | +6.4% | -51.7% | -47.0% |
| 6M | -30.8% | +15.6% | -46.4% | -35.8% |
| YTD | +10.4% | +27.9% | -17.4% | -2.1% |
| 1Y | +2.3% | +31.4% | -29.1% | -10.6% |
| 3Y | +238.9% | +41.4% | +197.5% | +177.4% |
| 5Y | +386.0% | +42.8% | +343.2% | +291.6% |
| 10Y | +551.1% | +79.7% | +471.4% | +375.4% |
| All | +4,785.6% | +2,427.7% | +2,357.9% | +1,458.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling