+1,060.6%
FLEX vs CLX
-3.9%
+1,064.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.6% | +6.0% | +4.5% |
| 7D | +7.0% | -3.5% | +10.5% | +7.2% |
| 30D | -5.8% | -11.9% | +6.1% | -5.3% |
| 3M | -24.2% | -2.6% | -21.6% | -24.2% |
| 6M | +90.8% | -18.2% | +109.0% | +91.7% |
| YTD | +89.2% | -5.9% | +95.1% | +88.6% |
| 1Y | +104.7% | -23.8% | +128.5% | +106.6% |
| 3Y | +478.1% | -33.6% | +511.7% | +487.2% |
| 5Y | +726.2% | -35.7% | +761.9% | +733.1% |
| 10Y | +1,060.6% | -2.5% | +1,063.1% | +970.3% |
| All | +1,060.6% | -3.9% | +1,064.5% | +970.3% |
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