+416.7%
FLEX vs CB
+101.1%
+315.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.8% | +6.3% | +4.6% |
| 7D | -19.3% | +0.2% | -19.6% | -19.3% |
| 30D | -41.5% | +9.1% | -50.6% | -41.7% |
| 3M | -43.1% | +3.4% | -46.5% | -43.1% |
| 6M | -48.2% | +14.1% | -62.3% | -49.1% |
| YTD | +15.5% | +18.0% | -2.5% | +12.1% |
| 1Y | +10.2% | +30.1% | -19.9% | +3.9% |
| 3Y | +256.8% | +71.8% | +185.0% | +185.3% |
| All | +416.7% | +101.1% | +315.6% | +259.3% |
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