+449.4%
FLEX vs CLX
-32.3%
+481.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.4% |
| 7D | -0.9% | -9.2% | +8.3% | -1.6% |
| 30D | -10.1% | -11.0% | +0.9% | -10.9% |
| 3M | -31.3% | +5.0% | -36.4% | -31.3% |
| 6M | +71.3% | -18.8% | +90.1% | +65.8% |
| YTD | +81.2% | -4.4% | +85.7% | +79.4% |
| 1Y | +98.5% | -21.9% | +120.3% | +93.3% |
| All | +449.4% | -32.3% | +481.8% | +493.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling