+1,407.7%
FLEX vs CG
+306.4%
+1,101.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +6.6% | +5.4% | +8.7% |
| 7D | -7.2% | +3.0% | -10.2% | -8.4% |
| 30D | -34.8% | +10.1% | -44.9% | -37.9% |
| 3M | -35.6% | -10.8% | -24.7% | -32.3% |
| 6M | -45.0% | -15.2% | -29.8% | -41.1% |
| YTD | +29.4% | -26.9% | +56.3% | +47.2% |
| 1Y | +24.8% | -17.0% | +41.8% | +33.0% |
| 3Y | +304.4% | +54.6% | +249.8% | +206.2% |
| 5Y | +484.1% | -16.7% | +500.8% | +475.7% |
| 10Y | +640.4% | +320.1% | +320.3% | +276.2% |
| All | +1,407.7% | +306.4% | +1,101.3% | +602.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling