+7,917.6%
FLEX vs CB
+7,066.6%
+851.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.9% | +3.4% | +2.4% |
| 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% | -35.0% |
| 6M | +71.3% | +2.9% | +68.4% | +65.7% |
| YTD | +81.2% | +10.1% | +71.1% | +68.7% |
| 1Y | +98.5% | +22.8% | +75.7% | +74.7% |
| 3Y | +428.2% | +73.8% | +354.4% | +283.4% |
| 5Y | +657.3% | +99.2% | +558.1% | +411.3% |
| 10Y | +995.9% | +218.2% | +777.7% | +485.0% |
| All | +7,917.6% | +7,066.6% | +851.1% | +1,895.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling