+442.4%
FLEX vs CLF
-18.8%
+461.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.8% | -0.3% | +1.0% |
| 7D | -0.9% | +7.6% | -8.5% | -2.9% |
| 30D | -10.1% | -1.2% | -9.0% | -10.0% |
| 3M | -31.3% | -13.4% | -18.0% | -29.2% |
| 6M | +71.3% | +15.4% | +55.8% | +63.4% |
| YTD | +81.2% | -5.9% | +87.1% | +78.8% |
| 1Y | +98.5% | +18.8% | +79.7% | +81.1% |
| All | +442.4% | -18.8% | +461.3% | +386.1% |
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