+663.2%
FLEX vs CFG
+101.4%
+561.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -0.9% | +1.5% | -2.4% | -1.7% |
| 30D | -10.1% | -3.8% | -6.3% | -8.2% |
| 3M | -31.3% | +11.5% | -42.8% | -35.3% |
| 6M | +71.3% | +19.2% | +52.1% | +56.4% |
| YTD | +81.2% | +23.7% | +57.5% | +61.9% |
| 1Y | +98.5% | +38.8% | +59.6% | +66.6% |
| 3Y | +428.2% | +178.9% | +249.3% | +216.1% |
| All | +663.2% | +101.4% | +561.9% | +419.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling