+442.4%
FLEX vs CB
+74.5%
+367.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +0.6% |
| 7D | -0.9% | +0.5% | -1.4% | -0.7% |
| 30D | -10.1% | -3.1% | -7.0% | -11.3% |
| 3M | -31.3% | +9.0% | -40.3% | -28.7% |
| 6M | +71.3% | +2.9% | +68.4% | +75.4% |
| YTD | +81.2% | +10.1% | +71.1% | +89.1% |
| 1Y | +98.5% | +22.8% | +75.7% | +110.1% |
| All | +442.4% | +74.5% | +367.9% | +509.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling