+416.7%
FLEX vs CLX
-26.4%
+443.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | -19.3% | +13.6% | -32.9% | -19.4% |
| 30D | -41.5% | +23.4% | -64.9% | -41.7% |
| 3M | -43.1% | -2.8% | -40.3% | -43.0% |
| 6M | -48.2% | +14.0% | -62.2% | -48.5% |
| YTD | +15.5% | +4.2% | +11.3% | +14.7% |
| 1Y | +10.2% | -1.2% | +11.4% | +9.7% |
| 3Y | +256.8% | -12.7% | +269.5% | +251.3% |
| All | +416.7% | -26.4% | +443.1% | +419.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling