+287.0%
FLEX vs CFG
+187.2%
+99.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.4% |
| 7D | -13.6% | +0.7% | -14.3% | -13.9% |
| 30D | -36.5% | +2.8% | -39.3% | -37.5% |
| 3M | -36.4% | -10.1% | -26.3% | -32.0% |
| 6M | -46.5% | +3.2% | -49.7% | -47.7% |
| YTD | +25.9% | +14.2% | +11.7% | +15.8% |
| 1Y | +19.6% | +27.4% | -7.8% | +3.2% |
| 3Y | +287.0% | +187.6% | +99.4% | +144.4% |
| All | +287.0% | +187.2% | +99.8% | +144.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling