+4,785.6%
FLEX vs CI
+5,903.5%
-1,118.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -1.3% | -12.3% | -13.2% |
| 7D | -28.3% | +1.0% | -29.3% | -28.6% |
| 30D | -45.0% | +9.9% | -54.9% | -47.2% |
| 3M | -45.2% | +12.1% | -57.3% | -48.0% |
| 6M | -30.8% | +10.6% | -41.4% | -34.5% |
| YTD | +10.4% | +11.4% | -1.0% | +4.2% |
| 1Y | +2.3% | +18.8% | -16.5% | -6.0% |
| 3Y | +238.9% | +2.9% | +236.0% | +211.6% |
| 5Y | +386.0% | +54.5% | +331.5% | +274.7% |
| 10Y | +551.1% | +175.7% | +375.4% | +294.5% |
| All | +4,785.6% | +5,903.5% | -1,118.0% | +762.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling