+1,060.6%
FLEX vs CAG
-36.5%
+1,097.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.4% | +5.8% | +4.5% |
| 7D | +7.0% | -5.3% | +12.2% | +7.4% |
| 30D | -5.8% | +1.0% | -6.8% | -6.0% |
| 3M | -24.2% | +17.4% | -41.6% | -25.6% |
| 6M | +90.8% | -16.8% | +107.6% | +94.8% |
| YTD | +89.2% | -6.8% | +96.0% | +89.6% |
| 1Y | +104.7% | -15.4% | +120.1% | +107.7% |
| 3Y | +478.1% | -37.1% | +515.2% | +504.6% |
| 5Y | +726.2% | -41.3% | +767.4% | +771.9% |
| 10Y | +1,060.6% | -35.5% | +1,096.1% | +1,080.2% |
| All | +1,060.6% | -36.5% | +1,097.1% | +1,080.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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