+640.4%
FLEX vs CI
+158.0%
+482.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.7% | +11.3% | +11.8% |
| 7D | -7.2% | +0.1% | -7.3% | -7.3% |
| 30D | -34.8% | +4.7% | -39.4% | -36.2% |
| 3M | -35.6% | +5.2% | -40.8% | -37.4% |
| 6M | -45.0% | +3.8% | -48.8% | -46.9% |
| YTD | +29.4% | +9.2% | +20.2% | +22.8% |
| 1Y | +24.8% | +14.3% | +10.5% | +16.2% |
| 3Y | +304.4% | +8.4% | +296.0% | +258.7% |
| 5Y | +484.1% | +50.0% | +434.0% | +324.3% |
| 10Y | +640.4% | +142.2% | +498.2% | +359.9% |
| All | +640.4% | +158.0% | +482.4% | +359.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling