+256.8%
FLEX vs CLBK
+44.9%
+212.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.0% | +3.6% | +4.2% |
| 7D | -19.3% | +0.6% | -19.9% | -19.5% |
| 30D | -41.5% | +2.9% | -44.4% | -42.2% |
| 3M | -43.1% | +3.0% | -46.1% | -43.9% |
| 6M | -48.2% | +27.3% | -75.5% | -53.0% |
| YTD | +15.5% | +58.0% | -42.5% | -4.2% |
| 1Y | +10.2% | +62.4% | -52.2% | -9.7% |
| 3Y | +256.8% | +46.9% | +209.9% | +192.7% |
| All | +256.8% | +44.9% | +212.0% | +192.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling