+640.4%
FLEX vs CB
+246.2%
+394.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.4% | +12.5% | +12.2% |
| 7D | -7.2% | -1.5% | -5.7% | -6.7% |
| 30D | -34.8% | +6.5% | -41.3% | -36.8% |
| 3M | -35.6% | +4.1% | -39.6% | -37.2% |
| 6M | -45.0% | +14.4% | -59.4% | -49.5% |
| YTD | +29.4% | +17.5% | +11.9% | +15.9% |
| 1Y | +24.8% | +27.5% | -2.8% | +6.8% |
| 3Y | +304.4% | +71.6% | +232.8% | +179.0% |
| 5Y | +484.1% | +100.6% | +383.4% | +258.7% |
| 10Y | +640.4% | +243.0% | +397.4% | +228.4% |
| All | +640.4% | +246.2% | +394.2% | +228.4% |
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