+68.6%
CSX vs FLEX
+254.4%
-185.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -7.9% | -3.8% |
| 7D | -5.5% | -19.3% | +13.8% | -3.9% |
| 30D | +4.9% | -41.5% | +46.5% | +9.9% |
| 3M | -2.9% | -43.1% | +40.3% | +1.9% |
| 6M | +8.3% | -48.2% | +56.6% | +13.8% |
| YTD | +36.7% | +15.5% | +21.2% | +25.6% |
| 1Y | +41.5% | +10.2% | +31.3% | +30.7% |
| 3Y | +68.6% | +256.8% | -188.2% | +22.0% |
| All | +68.6% | +254.4% | -185.8% | +22.0% |
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