+663.2%
FLEX vs CHD
+23.9%
+639.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -2.7% | +1.8% | -1.3% |
| 30D | -10.1% | -4.6% | -5.5% | -10.7% |
| 3M | -31.3% | +5.0% | -36.4% | -30.8% |
| 6M | +71.3% | -3.2% | +74.5% | +71.3% |
| YTD | +81.2% | +18.6% | +62.6% | +84.3% |
| 1Y | +98.5% | +4.8% | +93.7% | +101.4% |
| 3Y | +428.2% | +6.1% | +422.1% | +430.5% |
| All | +663.2% | +23.9% | +639.4% | +678.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling