+644.7%
FLEX vs CNH
+107.0%
+537.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +1.1% |
| 7D | +17.1% | +6.4% | +10.7% | +13.5% |
| 30D | -29.5% | -1.6% | -27.9% | -28.8% |
| 3M | -37.3% | +11.6% | -48.8% | -42.2% |
| 6M | -44.1% | +12.5% | -56.6% | -48.9% |
| YTD | +29.3% | +31.1% | -1.8% | +8.3% |
| 1Y | +24.2% | +17.0% | +7.2% | +10.3% |
| 3Y | +297.3% | +28.7% | +268.6% | +221.0% |
| 5Y | +446.2% | -17.4% | +463.6% | +441.1% |
| All | +644.7% | +107.0% | +537.7% | +344.3% |
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