+652.8%
FLEX vs CB
+245.2%
+407.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.3% | +3.5% | +3.7% |
| 7D | +2.2% | -1.0% | +3.3% | +2.6% |
| 30D | -32.6% | +7.3% | -40.0% | -34.9% |
| 3M | -35.5% | +7.0% | -42.5% | -37.8% |
| 6M | -45.6% | +16.3% | -61.9% | -50.4% |
| YTD | +30.7% | +19.7% | +11.0% | +16.2% |
| 1Y | +28.4% | +27.8% | +0.6% | +10.0% |
| 3Y | +301.7% | +72.0% | +229.6% | +177.8% |
| 5Y | +473.3% | +104.9% | +368.4% | +248.8% |
| All | +652.8% | +245.2% | +407.6% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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