+304.4%
FLEX vs CLF
-27.6%
+332.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +7.0% | +5.0% | +10.0% |
| 7D | -7.2% | -14.1% | +6.9% | -2.8% |
| 30D | -34.8% | -5.5% | -29.2% | -33.6% |
| 3M | -35.6% | 0.0% | -35.6% | -35.6% |
| 6M | -45.0% | +11.3% | -56.3% | -46.9% |
| YTD | +29.4% | -7.7% | +37.1% | +28.3% |
| 1Y | +24.8% | +17.5% | +7.2% | +16.8% |
| 3Y | +304.4% | -25.4% | +329.8% | +265.8% |
| All | +304.4% | -27.6% | +332.0% | +265.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling