+19.6%
FLEX vs CLBK
+64.1%
-44.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.7% |
| 7D | -13.6% | +2.9% | -16.5% | -13.8% |
| 30D | -36.5% | +5.4% | -41.9% | -36.8% |
| 3M | -36.4% | +5.8% | -42.2% | -36.7% |
| 6M | -46.5% | +28.9% | -75.4% | -48.5% |
| YTD | +25.9% | +61.8% | -35.9% | +15.3% |
| 1Y | +19.6% | +63.1% | -43.5% | +11.9% |
| All | +19.6% | +64.1% | -44.5% | +11.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling