+74.5%
CSX vs FLEX
+238.9%
-164.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.6% | +11.3% | -1.1% |
| 7D | -2.7% | -28.3% | +25.6% | 0.0% |
| 30D | +7.0% | -45.0% | +52.0% | +12.7% |
| 3M | -0.3% | -45.2% | +45.0% | +4.9% |
| 6M | +13.5% | -30.8% | +44.4% | +13.8% |
| YTD | +41.5% | +10.4% | +31.1% | +30.5% |
| 1Y | +45.8% | +2.3% | +43.5% | +35.8% |
| All | +74.5% | +238.9% | -164.4% | +26.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling