+306.6%
FLEX vs CNC
+5,826.8%
-5,520.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.4% | +3.4% | +3.7% |
| 7D | +2.2% | -7.3% | +9.5% | +4.1% |
| 30D | -32.6% | +5.2% | -37.8% | -34.2% |
| 3M | -35.5% | +8.6% | -44.1% | -37.7% |
| 6M | -45.6% | +25.1% | -70.6% | -49.7% |
| YTD | +30.7% | +71.3% | -40.6% | +9.6% |
| 1Y | +28.4% | +99.3% | -71.0% | +3.3% |
| 3Y | +301.7% | -1.9% | +303.6% | +261.4% |
| 5Y | +473.3% | -6.4% | +479.7% | +413.4% |
| 10Y | +651.7% | +178.1% | +473.6% | +380.5% |
| All | +306.6% | +5,826.8% | -5,520.2% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling