+414.9%
CSX vs FLEX
+608.2%
-193.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.0% | +3.4% | +0.2% |
| 7D | +6.0% | +7.5% | -1.5% | +4.1% |
| 30D | +7.8% | -25.3% | +33.1% | +13.5% |
| 3M | +4.1% | -39.7% | +43.8% | +14.3% |
| 6M | +17.9% | -47.9% | +65.8% | +31.7% |
| YTD | +44.9% | +24.1% | +20.8% | +24.3% |
| 1Y | +51.1% | +26.0% | +25.2% | +28.6% |
| 3Y | +78.3% | +282.7% | -204.4% | +3.1% |
| 5Y | +58.1% | +424.2% | -366.1% | -19.4% |
| All | +414.9% | +608.2% | -193.3% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling