+63.6%
CVS vs FLEX
+475.0%
-411.4%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +4.4% | -5.1% | -1.2% |
| 7D | -1.6% | +7.0% | -8.5% | -2.3% |
| 30D | +0.4% | -5.8% | +6.2% | +0.9% |
| 3M | -0.4% | -24.2% | +23.8% | +2.1% |
| 6M | +25.1% | +90.8% | -65.7% | +12.7% |
| YTD | +23.9% | +89.2% | -65.3% | +11.3% |
| 1Y | +41.1% | +104.7% | -63.6% | +25.1% |
| 3Y | +63.6% | +478.1% | -414.5% | +30.0% |
| All | +63.6% | +475.0% | -411.4% | +30.0% |
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