+1,000.1%
FLEX vs CF
+569.3%
+430.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.4% |
| 7D | -0.9% | +6.0% | -6.9% | -2.6% |
| 30D | -10.1% | +14.8% | -25.0% | -13.8% |
| 3M | -31.3% | +14.1% | -45.4% | -34.5% |
| 6M | +71.3% | +28.5% | +42.7% | +51.2% |
| YTD | +81.2% | +74.9% | +6.3% | +43.4% |
| 1Y | +98.5% | +61.7% | +36.8% | +60.6% |
| 3Y | +428.2% | +80.3% | +347.9% | +297.4% |
| 5Y | +657.3% | +226.0% | +431.3% | +308.4% |
| All | +1,000.1% | +569.3% | +430.7% | +386.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling