+5,470.8%
FLEX vs CHD
+8,460.9%
-2,990.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | -13.6% | +2.4% | -16.0% | -14.2% |
| 30D | -36.5% | +13.9% | -50.4% | -39.0% |
| 3M | -36.4% | +8.5% | -45.0% | -38.2% |
| 6M | -46.5% | +20.4% | -66.8% | -49.8% |
| YTD | +25.9% | +34.5% | -8.6% | +13.9% |
| 1Y | +19.6% | +33.8% | -14.2% | +8.2% |
| 3Y | +287.0% | +29.1% | +257.9% | +245.2% |
| 5Y | +466.6% | +31.2% | +435.4% | +394.0% |
| 10Y | +626.9% | +193.1% | +433.8% | +370.1% |
| All | +5,470.8% | +8,460.9% | -2,990.0% | +1,363.1% |
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