+478.1%
FLEX vs CNC
-2.0%
+480.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +4.4% |
| 7D | +7.0% | -1.0% | +8.0% | +7.0% |
| 30D | -5.8% | -1.8% | -4.0% | -5.8% |
| 3M | -24.2% | -0.7% | -23.5% | -24.2% |
| 6M | +90.8% | +47.9% | +42.9% | +90.0% |
| YTD | +89.2% | +56.9% | +32.3% | +88.6% |
| 1Y | +104.7% | +123.9% | -19.2% | +105.7% |
| 3Y | +478.1% | -1.3% | +479.4% | +490.7% |
| All | +478.1% | -2.0% | +480.1% | +490.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling