+19.6%
FLEX vs CB
+30.5%
-10.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.2% | -0.5% |
| 7D | -13.6% | +0.7% | -14.3% | -12.3% |
| 30D | -36.5% | +8.2% | -44.7% | -28.6% |
| 3M | -36.4% | +6.3% | -42.7% | -30.0% |
| 6M | -46.5% | +16.2% | -62.7% | -32.4% |
| YTD | +25.9% | +19.3% | +6.6% | +70.0% |
| 1Y | +19.6% | +29.2% | -9.7% | +70.7% |
| All | +19.6% | +30.5% | -10.9% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling