+726.2%
FLEX vs CNC
+1.4%
+724.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.7% | +8.1% | +4.7% |
| 7D | +7.0% | -1.0% | +8.0% | +7.0% |
| 30D | -5.8% | -1.8% | -4.0% | -5.7% |
| 3M | -24.2% | -0.7% | -23.5% | -24.3% |
| 6M | +90.8% | +47.9% | +42.9% | +84.2% |
| YTD | +89.2% | +56.9% | +32.3% | +81.5% |
| 1Y | +104.7% | +123.9% | -19.2% | +90.5% |
| 3Y | +478.1% | -1.3% | +479.4% | +459.8% |
| 5Y | +726.2% | +2.8% | +723.4% | +696.7% |
| All | +726.2% | +1.4% | +724.8% | +696.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling