+1,115.5%
FLEX vs CNC
+99.9%
+1,015.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.6% | +5.6% | +6.8% |
| 7D | +5.7% | -0.9% | +6.7% | +5.9% |
| 30D | -7.0% | -1.0% | -6.1% | -7.0% |
| 3M | -23.8% | +4.5% | -28.4% | -24.9% |
| 6M | +82.6% | +85.2% | -2.6% | +56.8% |
| YTD | +91.6% | +61.4% | +30.2% | +68.1% |
| 1Y | +100.6% | +94.9% | +5.7% | +66.6% |
| 3Y | +479.8% | 0.0% | +479.8% | +432.5% |
| 5Y | +746.5% | +11.2% | +735.3% | +623.5% |
| All | +1,115.5% | +99.9% | +1,015.6% | +884.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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