+2,034.7%
CVS vs FLEX
+7,523.3%
-5,488.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | +4.0% | -0.9% | +4.9% | +4.0% |
| 30D | -2.4% | -10.1% | +7.7% | -1.4% |
| 3M | +2.7% | -31.3% | +34.0% | +6.1% |
| 6M | +21.9% | +71.3% | -49.4% | +13.2% |
| YTD | +24.7% | +81.2% | -56.5% | +14.9% |
| 1Y | +35.4% | +98.5% | -63.0% | +23.2% |
| 3Y | +65.2% | +428.2% | -363.1% | +33.4% |
| 5Y | +30.5% | +657.3% | -626.7% | +0.4% |
| 10Y | +40.4% | +995.9% | -955.6% | -0.2% |
| All | +2,034.7% | +7,523.3% | -5,488.6% | +904.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling