+2,012.2%
FLEX vs CG
+351.2%
+1,661.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +77.3% |
| YTD | +81.2% | -18.9% | +100.1% | +96.5% |
| 1Y | +98.5% | -25.6% | +124.1% | +123.9% |
| 3Y | +428.2% | +57.3% | +371.0% | +297.0% |
| 5Y | +657.3% | +10.2% | +647.1% | +550.0% |
| 10Y | +995.9% | +364.2% | +631.7% | +430.6% |
| All | +2,012.2% | +351.2% | +1,661.0% | +837.3% |
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