+644.7%
FLEX vs CNC
+173.4%
+471.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +17.1% | -5.3% | +22.3% | +18.2% |
| 30D | -29.5% | +2.0% | -31.6% | -30.4% |
| 3M | -37.3% | +4.8% | -42.0% | -38.6% |
| 6M | -44.1% | +18.5% | -62.6% | -47.2% |
| YTD | +29.3% | +70.8% | -41.5% | +10.3% |
| 1Y | +24.2% | +94.1% | -70.0% | +2.4% |
| 3Y | +297.3% | -2.2% | +299.6% | +267.3% |
| 5Y | +446.2% | -7.4% | +453.6% | +401.1% |
| All | +644.7% | +173.4% | +471.3% | +458.8% |
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