+52.0%
CSX vs FLEX
+479.5%
-427.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +12.0% | -9.3% | +1.1% |
| 7D | -2.2% | -7.2% | +5.0% | -1.6% |
| 30D | +6.8% | -34.8% | +41.6% | +12.9% |
| 3M | +0.7% | -35.6% | +36.3% | +6.3% |
| 6M | +13.3% | -45.0% | +58.3% | +21.3% |
| YTD | +40.5% | +29.4% | +11.1% | +23.2% |
| 1Y | +44.7% | +24.8% | +19.9% | +27.5% |
| 3Y | +74.5% | +304.4% | -229.9% | +5.5% |
| 5Y | +52.0% | +484.1% | -432.1% | -21.6% |
| All | +52.0% | +479.5% | -427.5% | -21.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling