+5,681.7%
FLEX vs CAG
+319.3%
+5,362.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.4% | +6.2% | +4.2% |
| 7D | +2.2% | -1.8% | +4.0% | +2.5% |
| 30D | -32.6% | +9.7% | -42.3% | -34.4% |
| 3M | -35.5% | +0.5% | -36.0% | -36.2% |
| 6M | -45.6% | +8.9% | -54.5% | -47.6% |
| YTD | +30.7% | -8.4% | +39.1% | +29.7% |
| 1Y | +28.4% | -8.3% | +36.7% | +27.3% |
| 3Y | +301.7% | -36.1% | +337.8% | +324.0% |
| 5Y | +473.3% | -40.1% | +513.4% | +509.9% |
| 10Y | +651.7% | -36.9% | +688.6% | +655.4% |
| All | +5,681.7% | +319.3% | +5,362.4% | +4,502.5% |
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