+25.0%
FLEX vs CHD
+30.9%
-6.0%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.6% | -15.0% | -10.3% |
| 7D | -17.0% | +6.9% | -23.9% | -12.5% |
| 30D | -33.8% | +17.1% | -51.0% | -26.0% |
| 3M | -39.0% | +9.1% | -48.1% | -34.5% |
| 6M | -15.9% | +21.4% | -37.3% | -4.2% |
| YTD | +27.8% | +34.9% | -7.0% | +58.3% |
| 1Y | +25.0% | +31.0% | -6.1% | +52.6% |
| All | +25.0% | +30.9% | -6.0% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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