+626.9%
FLEX vs CFG
+230.2%
+396.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.4% |
| 7D | -13.6% | +0.7% | -14.3% | -13.8% |
| 30D | -36.5% | +2.8% | -39.3% | -37.3% |
| 3M | -36.4% | -10.1% | -26.3% | -32.7% |
| 6M | -46.5% | +3.2% | -49.7% | -47.5% |
| YTD | +25.9% | +14.2% | +11.7% | +17.3% |
| 1Y | +19.6% | +27.4% | -7.8% | +5.2% |
| 3Y | +287.0% | +187.6% | +99.4% | +120.5% |
| 5Y | +466.6% | +65.7% | +400.9% | +313.9% |
| 10Y | +626.9% | +219.7% | +407.2% | +287.1% |
| All | +626.9% | +230.2% | +396.8% | +287.1% |
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