+25.5%
FLEX vs CLF
+27.1%
-1.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +3.0% |
| 7D | +2.2% | +2.3% | -0.1% | +1.6% |
| 30D | -32.6% | +1.9% | -34.6% | -32.9% |
| 3M | -35.5% | +5.9% | -41.4% | -36.8% |
| 6M | -45.6% | +16.9% | -62.5% | -48.4% |
| YTD | +30.7% | -1.1% | +31.8% | +20.2% |
| All | +25.5% | +27.1% | -1.6% | +7.4% |
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