+640.4%
FLEX vs CF
+546.3%
+94.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -0.1% | +12.1% | +12.0% |
| 7D | -7.2% | -0.9% | -6.3% | -7.1% |
| 30D | -34.8% | +6.9% | -41.7% | -36.3% |
| 3M | -35.6% | +4.8% | -40.4% | -37.2% |
| 6M | -45.0% | +4.7% | -49.7% | -47.1% |
| YTD | +29.4% | +56.5% | -27.1% | +4.2% |
| 1Y | +24.8% | +48.4% | -23.6% | +2.2% |
| 3Y | +304.4% | +59.1% | +245.3% | +211.9% |
| 5Y | +484.1% | +109.5% | +374.5% | +268.4% |
| 10Y | +640.4% | +487.0% | +153.5% | +236.1% |
| All | +640.4% | +546.3% | +94.1% | +236.1% |
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 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