+756.5%
FLEX vs CFG
+347.0%
+409.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +5.0% |
| 7D | -19.3% | -0.9% | -18.4% | -19.0% |
| 30D | -41.5% | +1.1% | -42.6% | -41.9% |
| 3M | -43.1% | -12.0% | -31.1% | -39.3% |
| 6M | -48.2% | -2.2% | -46.0% | -47.8% |
| YTD | +15.5% | +11.4% | +4.1% | +9.0% |
| 1Y | +10.2% | +27.8% | -17.6% | -3.0% |
| 3Y | +256.8% | +173.3% | +83.5% | +111.6% |
| 5Y | +408.2% | +62.4% | +345.7% | +277.6% |
| 10Y | +580.8% | +249.6% | +331.2% | +206.9% |
| All | +756.5% | +347.0% | +409.5% | +238.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling