+22.8%
FLEX vs CF
+47.0%
-24.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -32.5% |
| 3M | -35.6% | +4.8% | -40.4% | -33.2% |
| 6M | -45.0% | +4.7% | -49.7% | -42.6% |
| YTD | +29.4% | +56.5% | -27.1% | +22.5% |
| All | +22.8% | +47.0% | -24.2% | +17.3% |
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