+98.5%
FLEX vs CG
-24.3%
+122.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.0% |
| 7D | -0.9% | -4.3% | +3.4% | +0.5% |
| 30D | -10.1% | -5.1% | -5.1% | -8.8% |
| 3M | -31.3% | +8.7% | -40.0% | -33.3% |
| 6M | +71.3% | -9.2% | +80.5% | +76.0% |
| YTD | +81.2% | -18.9% | +100.1% | +91.8% |
| 1Y | +98.5% | -25.6% | +124.1% | +110.8% |
| All | +98.5% | -24.3% | +122.8% | +110.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 1y: compounded portfolio wealth divided by compounded CG 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…
1y analysis · Full analysis span regression · 6 months rolling