+651.7%
FLEX vs CI
+149.2%
+502.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.6% | +4.3% | +4.0% |
| 7D | +2.2% | -1.3% | +3.5% | +2.7% |
| 30D | -32.6% | +6.4% | -39.0% | -34.5% |
| 3M | -35.5% | +10.7% | -46.2% | -38.4% |
| 6M | -45.6% | +5.5% | -51.0% | -47.7% |
| YTD | +30.7% | +11.4% | +19.3% | +23.2% |
| 1Y | +28.4% | +15.0% | +13.3% | +19.4% |
| 3Y | +301.7% | +9.0% | +292.7% | +256.3% |
| 5Y | +473.3% | +52.0% | +421.3% | +315.1% |
| 10Y | +651.7% | +150.9% | +500.8% | +362.1% |
| All | +651.7% | +149.2% | +502.6% | +362.1% |
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