+7,917.6%
FLEX vs CLX
+1,616.0%
+6,301.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.8% |
| 7D | -0.9% | -9.2% | +8.3% | +1.1% |
| 30D | -10.1% | -11.0% | +0.9% | -8.0% |
| 3M | -31.3% | +5.0% | -36.4% | -32.6% |
| 6M | +71.3% | -18.8% | +90.1% | +77.4% |
| YTD | +81.2% | -4.4% | +85.7% | +80.7% |
| 1Y | +98.5% | -21.9% | +120.3% | +106.1% |
| 3Y | +428.2% | -32.8% | +461.0% | +459.4% |
| 5Y | +657.3% | -34.6% | +691.8% | +692.2% |
| 10Y | +995.9% | -4.7% | +1,000.6% | +886.3% |
| All | +7,917.6% | +1,616.0% | +6,301.7% | +3,793.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling