+67.8%
CSX vs FLEX
+657.3%
-589.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -3.4% | -0.9% | -2.5% | -3.2% |
| 30D | -3.1% | -10.1% | +7.1% | -1.5% |
| 3M | +7.2% | -31.3% | +38.5% | +13.0% |
| 6M | +16.2% | +71.3% | -55.1% | 0.0% |
| YTD | +37.5% | +81.2% | -43.7% | +16.3% |
| 1Y | +53.2% | +98.5% | -45.3% | +25.8% |
| 3Y | +68.2% | +428.2% | -360.0% | +1.4% |
| All | +67.8% | +657.3% | -589.5% | -13.4% |
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 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