+416.7%
FLEX vs CI
+49.9%
+366.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +4.7% |
| 7D | -19.3% | -1.6% | -17.8% | -19.2% |
| 30D | -41.5% | +5.4% | -46.9% | -41.9% |
| 3M | -43.1% | +7.3% | -50.4% | -43.7% |
| 6M | -48.2% | +5.3% | -53.5% | -48.8% |
| YTD | +15.5% | +8.5% | +7.0% | +13.7% |
| 1Y | +10.2% | +17.1% | -6.9% | +7.5% |
| 3Y | +256.8% | +1.4% | +255.4% | +246.1% |
| All | +416.7% | +49.9% | +366.8% | +332.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling