+614.8%
FLEX vs CI
+146.2%
+468.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.2% | -4.3% | -4.1% |
| 7D | +7.5% | +1.2% | +6.3% | +7.0% |
| 30D | -25.3% | +2.6% | -27.8% | -26.4% |
| 3M | -39.7% | +7.4% | -47.1% | -41.8% |
| 6M | -47.9% | -0.1% | -47.7% | -48.8% |
| YTD | +24.1% | +9.7% | +14.4% | +17.5% |
| 1Y | +26.0% | +12.1% | +13.8% | +18.2% |
| 3Y | +282.7% | +7.0% | +275.7% | +241.6% |
| 5Y | +424.2% | +49.7% | +374.5% | +281.4% |
| All | +614.8% | +146.2% | +468.6% | +342.3% |
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