+1,000.1%
FLEX vs CB
+218.6%
+781.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.3% |
| 7D | -0.9% | +0.5% | -1.4% | -1.1% |
| 30D | -10.1% | -3.1% | -7.0% | -9.0% |
| 3M | -31.3% | +9.0% | -40.3% | -35.1% |
| 6M | +71.3% | +2.9% | +68.4% | +65.5% |
| YTD | +81.2% | +10.1% | +71.1% | +67.9% |
| 1Y | +98.5% | +22.8% | +75.7% | +72.6% |
| 3Y | +428.2% | +73.8% | +354.4% | +257.8% |
| 5Y | +657.3% | +99.2% | +558.1% | +362.0% |
| All | +1,000.1% | +218.6% | +781.5% | +388.5% |
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