+466.6%
FLEX vs CI
+53.6%
+413.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -2.8% |
| 7D | -13.6% | +2.6% | -16.2% | -13.8% |
| 30D | -36.5% | +7.3% | -43.8% | -37.0% |
| 3M | -36.4% | +9.5% | -45.9% | -37.1% |
| 6M | -46.5% | +6.4% | -52.9% | -47.0% |
| YTD | +25.9% | +12.0% | +13.9% | +23.8% |
| 1Y | +19.6% | +20.1% | -0.5% | +16.6% |
| 3Y | +287.0% | +9.6% | +277.4% | +269.8% |
| 5Y | +466.6% | +52.7% | +413.9% | +373.1% |
| All | +466.6% | +53.6% | +413.0% | +373.1% |
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 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