+651.7%
FLEX vs CLX
+29.7%
+622.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.5% | +3.8% |
| 7D | +2.2% | +7.8% | -5.5% | +2.0% |
| 30D | -32.6% | +28.5% | -61.2% | -33.3% |
| 3M | -35.5% | +1.3% | -36.8% | -35.5% |
| 6M | -45.6% | +23.4% | -68.9% | -46.2% |
| YTD | +30.7% | +11.4% | +19.3% | +29.5% |
| 1Y | +28.4% | +6.9% | +21.5% | +27.4% |
| 3Y | +301.7% | -9.8% | +311.4% | +299.4% |
| 5Y | +473.3% | -22.7% | +495.9% | +473.0% |
| 10Y | +651.7% | +28.7% | +623.0% | +565.6% |
| All | +651.7% | +29.7% | +622.1% | +565.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling