+25.0%
FLEX vs CFG
+34.2%
-9.3%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.4% | -14.7% | -14.0% |
| 7D | -17.0% | +1.8% | -18.7% | -18.2% |
| 30D | -33.8% | +3.3% | -37.1% | -35.6% |
| 3M | -39.0% | -9.8% | -29.2% | -34.0% |
| 6M | -15.9% | +5.2% | -21.1% | -19.7% |
| YTD | +27.8% | +16.1% | +11.7% | +9.6% |
| 1Y | +25.0% | +33.7% | -8.7% | -6.8% |
| All | +25.0% | +34.2% | -9.3% | -6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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