+663.2%
FLEX vs CI
+42.7%
+620.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.8% | +1.7% |
| 7D | -0.9% | +1.3% | -2.2% | -1.1% |
| 30D | -10.1% | +4.4% | -14.6% | -10.7% |
| 3M | -31.3% | +0.7% | -32.0% | -31.6% |
| 6M | +71.3% | +0.3% | +70.9% | +70.4% |
| YTD | +81.2% | +3.8% | +77.4% | +79.6% |
| 1Y | +98.5% | -5.5% | +104.0% | +98.4% |
| 3Y | +428.2% | +8.1% | +420.1% | +397.2% |
| All | +663.2% | +42.7% | +620.5% | +538.9% |
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