+644.7%
FLEX vs CLF
+80.0%
+564.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +17.1% | +16.0% | +1.1% | +12.4% |
| 30D | -29.5% | +1.6% | -31.2% | -29.8% |
| 3M | -37.3% | +6.7% | -44.0% | -38.6% |
| 6M | -44.1% | +21.1% | -65.2% | -47.7% |
| YTD | +29.3% | -1.6% | +30.9% | +26.0% |
| 1Y | +24.2% | +18.5% | +5.7% | +14.9% |
| 3Y | +297.3% | -21.0% | +318.4% | +275.7% |
| 5Y | +446.2% | -41.4% | +487.6% | +428.4% |
| All | +644.7% | +80.0% | +564.8% | +327.3% |
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