+25.0%
FLEX vs CG
-14.1%
+39.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +4.5% | -16.9% | -13.4% |
| 7D | -17.0% | +9.4% | -26.4% | -19.1% |
| 30D | -33.8% | +8.7% | -42.6% | -35.4% |
| 3M | -39.0% | -15.0% | -24.1% | -35.9% |
| 6M | -15.9% | -13.2% | -2.7% | -12.1% |
| YTD | +27.8% | -26.2% | +54.0% | +37.3% |
| 1Y | +25.0% | -14.1% | +39.1% | +14.8% |
| All | +25.0% | -14.1% | +39.0% | +14.8% |
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