+753.3%
FLEX vs CLBK
+67.9%
+685.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | +1.2% | -2.1% | -1.5% |
| 30D | -10.1% | +9.1% | -19.3% | -14.2% |
| 3M | -31.3% | +27.7% | -59.0% | -40.1% |
| 6M | +71.3% | +40.8% | +30.4% | +41.9% |
| YTD | +81.2% | +66.4% | +14.9% | +36.0% |
| 1Y | +98.5% | +72.4% | +26.1% | +45.0% |
| 3Y | +428.2% | +50.7% | +377.6% | +299.2% |
| 5Y | +657.3% | +42.9% | +614.3% | +413.2% |
| All | +753.3% | +67.9% | +685.4% | +378.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling