+386.0%
FLEX vs CB
+107.2%
+278.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.7% | -12.9% | -13.6% |
| 7D | -28.3% | +2.6% | -30.9% | -28.3% |
| 30D | -45.0% | +11.2% | -56.2% | -45.2% |
| 3M | -45.2% | +5.7% | -51.0% | -45.3% |
| 6M | -30.8% | +15.9% | -46.7% | -32.0% |
| YTD | +10.4% | +20.2% | -9.7% | +7.2% |
| 1Y | +2.3% | +32.4% | -30.1% | -3.6% |
| 3Y | +238.9% | +75.5% | +163.4% | +170.3% |
| 5Y | +386.0% | +105.5% | +280.5% | +239.2% |
| All | +386.0% | +107.2% | +278.8% | +239.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling