+26.0%
FLEX vs CLF
+15.2%
+10.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.2% | -0.8% | -2.8% |
| 7D | +7.5% | +10.4% | -2.9% | +3.6% |
| 30D | -25.3% | +0.6% | -25.8% | -25.1% |
| 3M | -39.7% | +4.1% | -43.8% | -40.4% |
| 6M | -47.9% | +15.1% | -63.0% | -50.1% |
| YTD | +24.1% | -4.7% | +28.8% | +16.0% |
| 1Y | +26.0% | +20.4% | +5.6% | +9.7% |
| All | +26.0% | +15.2% | +10.7% | +9.7% |
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