+640.4%
FLEX vs CFG
+248.3%
+392.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.9% | +9.1% | +10.5% |
| 7D | -7.2% | +0.3% | -7.4% | -7.2% |
| 30D | -34.8% | +3.2% | -38.0% | -35.8% |
| 3M | -35.6% | -9.7% | -25.9% | -32.0% |
| 6M | -45.0% | +3.6% | -48.6% | -46.2% |
| YTD | +29.4% | +14.7% | +14.7% | +20.2% |
| 1Y | +24.8% | +29.6% | -4.8% | +8.9% |
| 3Y | +304.4% | +190.6% | +113.9% | +129.6% |
| 5Y | +484.1% | +67.1% | +417.0% | +325.2% |
| 10Y | +640.4% | +237.0% | +403.4% | +303.1% |
| All | +640.4% | +248.3% | +392.2% | +303.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling