-4.4%
CVS vs FLEX
-45.1%
+40.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.3% |
| 7D | +10.4% | +17.1% | -6.7% | +9.9% |
| 30D | +3.3% | -29.5% | +32.8% | +3.0% |
| 3M | -4.5% | -37.3% | +32.7% | -4.8% |
| 6M | -4.4% | -44.1% | +39.7% | -4.4% |
| All | -4.4% | -45.1% | +40.7% | -4.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling