+614.8%
FLEX vs CNH
+106.0%
+508.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.8% |
| 7D | +7.5% | +3.0% | +4.4% | +6.0% |
| 30D | -25.3% | -0.6% | -24.7% | -25.0% |
| 3M | -39.7% | +14.6% | -54.3% | -45.2% |
| 6M | -47.9% | +11.8% | -59.6% | -52.2% |
| YTD | +24.1% | +30.4% | -6.3% | +4.2% |
| 1Y | +26.0% | +19.1% | +6.9% | +10.9% |
| 3Y | +282.7% | +30.2% | +252.5% | +207.3% |
| 5Y | +424.2% | -17.8% | +442.0% | +420.7% |
| All | +614.8% | +106.0% | +508.8% | +327.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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