+25.0%
FLEX vs CF
+35.9%
-10.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -4.4% | -7.9% | -13.9% |
| 7D | -17.0% | -6.9% | -10.1% | -19.1% |
| 30D | -33.8% | -3.7% | -30.1% | -34.5% |
| 3M | -39.0% | -5.0% | -34.1% | -39.5% |
| 6M | -15.9% | -10.5% | -5.4% | -17.2% |
| YTD | +27.8% | +46.5% | -18.7% | +14.1% |
| 1Y | +25.0% | +34.8% | -9.9% | +15.1% |
| All | +25.0% | +35.9% | -10.9% | +15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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