+987.7%
FLEX vs CF
+5,948.3%
-4,960.6%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.2% | +4.7% | +2.5% |
| 7D | -0.9% | +6.0% | -6.9% | -2.8% |
| 30D | -10.1% | +14.8% | -25.0% | -14.4% |
| 3M | -31.3% | +14.1% | -45.4% | -34.9% |
| 6M | +71.3% | +28.5% | +42.7% | +50.4% |
| YTD | +81.2% | +74.9% | +6.3% | +42.9% |
| 1Y | +98.5% | +61.7% | +36.8% | +59.9% |
| 3Y | +428.2% | +80.3% | +347.9% | +298.1% |
| 5Y | +657.3% | +226.0% | +431.3% | +333.9% |
| 10Y | +995.9% | +569.9% | +426.1% | +357.8% |
| All | +987.7% | +5,948.3% | -4,960.6% | +109.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling