-30.8%
FLEX vs CLF
+8.4%
-39.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -12.2% | -1.4% | -8.0% |
| 7D | -28.3% | -21.0% | -7.3% | -20.1% |
| 30D | -45.0% | -8.0% | -37.0% | -42.3% |
| 3M | -45.2% | -10.9% | -34.3% | -42.1% |
| 6M | -30.8% | +5.8% | -36.6% | -33.7% |
| All | -30.8% | +8.4% | -39.2% | -33.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling