+25.0%
FLEX vs CLF
+12.5%
+12.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -9.2% | -3.1% | -9.2% |
| 7D | -17.0% | -7.9% | -9.1% | -14.4% |
| 30D | -33.8% | +5.2% | -39.1% | -34.8% |
| 3M | -39.0% | +4.3% | -43.3% | -40.1% |
| 6M | -15.9% | +25.3% | -41.2% | -21.5% |
| YTD | +27.8% | -3.3% | +31.2% | +19.3% |
| 1Y | +25.0% | +20.2% | +4.7% | +4.2% |
| All | +25.0% | +12.5% | +12.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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