+416.7%
FLEX vs CG
-22.2%
+438.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.7% | +5.2% | +4.9% |
| 7D | -19.3% | -1.2% | -18.1% | -18.9% |
| 30D | -41.5% | +5.0% | -46.6% | -43.2% |
| 3M | -43.1% | -18.2% | -24.9% | -37.5% |
| 6M | -48.2% | -20.7% | -27.5% | -42.5% |
| YTD | +15.5% | -31.4% | +46.9% | +36.4% |
| 1Y | +10.2% | -22.3% | +32.5% | +21.3% |
| 3Y | +256.8% | +50.2% | +206.6% | +166.8% |
| All | +416.7% | -22.2% | +438.9% | +413.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling