+614.8%
FLEX vs CLF
+74.2%
+540.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -3.1% |
| 7D | +7.5% | +10.4% | -2.9% | +4.6% |
| 30D | -25.3% | +0.6% | -25.8% | -25.4% |
| 3M | -39.7% | +4.1% | -43.8% | -40.5% |
| 6M | -47.9% | +15.1% | -63.0% | -50.5% |
| YTD | +24.1% | -4.7% | +28.8% | +22.0% |
| 1Y | +26.0% | +20.4% | +5.6% | +16.1% |
| 3Y | +282.7% | -23.4% | +306.1% | +265.0% |
| 5Y | +424.2% | -43.3% | +467.5% | +411.9% |
| All | +614.8% | +74.2% | +540.6% | +314.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling