+869.4%
FLEX vs CFG
+362.1%
+507.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.9% | +2.9% | +3.3% |
| 7D | +2.2% | -0.8% | +3.0% | +3.0% |
| 30D | -32.6% | +3.1% | -35.8% | -33.6% |
| 3M | -35.5% | -9.7% | -25.8% | -31.9% |
| 6M | -45.6% | +6.7% | -52.3% | -47.5% |
| YTD | +30.7% | +15.2% | +15.5% | +21.4% |
| 1Y | +28.4% | +28.8% | -0.4% | +12.7% |
| 3Y | +301.7% | +190.1% | +111.6% | +131.4% |
| 5Y | +473.3% | +63.4% | +409.9% | +325.1% |
| 10Y | +651.7% | +219.8% | +432.0% | +250.8% |
| All | +869.4% | +362.1% | +507.3% | +276.6% |
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 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