+48.2%
CSX vs FLEX
+409.9%
-361.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.6% | -7.9% | -4.0% |
| 7D | -5.5% | -19.3% | +13.8% | -3.0% |
| 30D | +4.9% | -41.5% | +46.5% | +12.6% |
| 3M | -2.9% | -43.1% | +40.3% | +4.4% |
| 6M | +8.3% | -48.2% | +56.6% | +16.7% |
| YTD | +36.7% | +15.5% | +21.3% | +21.9% |
| 1Y | +41.5% | +10.2% | +31.3% | +27.1% |
| 3Y | +68.6% | +256.8% | -188.2% | +4.1% |
| All | +48.2% | +409.9% | -361.7% | -22.1% |
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