+7,917.6%
FLEX vs CHD
+7,449.0%
+468.7%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.2% |
| 30D | -10.1% | -4.6% | -5.5% | -9.1% |
| 3M | -31.3% | +5.0% | -36.4% | -32.8% |
| 6M | +71.3% | -3.2% | +74.5% | +71.2% |
| YTD | +81.2% | +18.6% | +62.6% | +70.4% |
| 1Y | +98.5% | +4.8% | +93.7% | +92.4% |
| 3Y | +428.2% | +6.1% | +422.1% | +399.3% |
| 5Y | +657.3% | +24.0% | +633.3% | +570.1% |
| 10Y | +995.9% | +124.5% | +871.5% | +671.3% |
| All | +7,917.6% | +7,449.0% | +468.7% | +2,088.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling