+449.4%
FLEX vs CG
+60.2%
+389.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +2.3% |
| 7D | -0.9% | -4.3% | +3.4% | +1.3% |
| 30D | -10.1% | -5.1% | -5.1% | -8.1% |
| 3M | -31.3% | +8.7% | -40.0% | -34.7% |
| 6M | +71.3% | -9.2% | +80.5% | +77.8% |
| YTD | +81.2% | -18.9% | +100.1% | +97.7% |
| 1Y | +98.5% | -25.6% | +124.1% | +126.2% |
| All | +449.4% | +60.2% | +389.2% | +309.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling