-48.2%
FLEX vs CFG
-1.1%
-47.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.0% |
| 7D | -19.3% | -0.9% | -18.4% | -18.7% |
| 30D | -41.5% | +1.1% | -42.6% | -41.6% |
| 3M | -43.1% | -12.0% | -31.1% | -38.7% |
| 6M | -48.2% | -2.2% | -46.0% | -46.9% |
| All | -48.2% | -1.1% | -47.1% | -46.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling