+34.4%
CVS vs FLEX
+718.0%
-683.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | -0.5% |
| 7D | -1.9% | +6.4% | -8.3% | -2.7% |
| 30D | -0.3% | -5.9% | +5.6% | +0.3% |
| 3M | -1.1% | -23.5% | +22.3% | +1.5% |
| 6M | +23.7% | +83.7% | -60.0% | +10.8% |
| YTD | +23.0% | +86.5% | -63.5% | +9.6% |
| 1Y | +37.2% | +100.5% | -63.3% | +20.5% |
| 3Y | +62.4% | +469.8% | -407.4% | +19.4% |
| All | +34.4% | +718.0% | -683.6% | -10.4% |
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