-65.0%
CBRS vs FLEX
-47.9%
-17.2%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | -4.0% | +15.2% | +13.8% |
| 7D | +21.2% | +7.5% | +13.8% | +15.3% |
| 30D | -23.2% | -25.3% | +2.1% | -8.6% |
| 3M | -52.9% | -39.7% | -13.3% | -35.4% |
| All | -65.0% | -47.9% | -17.2% | -51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 6mo: compounded portfolio wealth divided by compounded FLEX 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…
6mo analysis · Full analysis span regression · 6 months rolling