+62.7%
CVS vs FLEX
+658.8%
-596.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.8% | -3.2% | 0.0% |
| 7D | +12.0% | +2.2% | +9.7% | +11.2% |
| 30D | +2.8% | -32.6% | +35.4% | +8.0% |
| 3M | -3.6% | -35.5% | +31.9% | +1.6% |
| 6M | -1.6% | -45.6% | +43.9% | +5.2% |
| YTD | +16.3% | +30.7% | -14.4% | +6.3% |
| 1Y | +15.5% | +28.4% | -12.8% | +5.7% |
| 3Y | +48.1% | +301.7% | -253.6% | +8.9% |
| 5Y | +12.3% | +473.3% | -461.0% | -24.0% |
| 10Y | +62.7% | +651.7% | -589.1% | +1.5% |
| All | +62.7% | +658.8% | -596.1% | +1.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling