+5,623.1%
FLEX vs CAG
+332.3%
+5,290.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.3% | +11.7% | +12.0% |
| 7D | -7.2% | +4.6% | -11.7% | -8.2% |
| 30D | -34.8% | +14.7% | -49.4% | -37.0% |
| 3M | -35.6% | +2.4% | -37.9% | -36.5% |
| 6M | -45.0% | +10.7% | -55.7% | -47.2% |
| YTD | +29.4% | -5.5% | +34.9% | +27.7% |
| 1Y | +24.8% | -4.6% | +29.4% | +22.8% |
| 3Y | +304.4% | -34.4% | +338.8% | +325.1% |
| 5Y | +484.1% | -39.2% | +523.2% | +520.2% |
| 10Y | +640.4% | -39.0% | +679.4% | +652.5% |
| All | +5,623.1% | +332.3% | +5,290.8% | +4,430.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling