+287.0%
FLEX vs CNH
+31.3%
+255.7%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.4% | +1.7% | -0.7% |
| 7D | -13.6% | +4.5% | -18.2% | -15.0% |
| 30D | -36.5% | +7.6% | -44.1% | -38.6% |
| 3M | -36.4% | +17.0% | -53.4% | -42.4% |
| 6M | -46.5% | +12.9% | -59.4% | -50.7% |
| YTD | +25.9% | +34.3% | -8.3% | +6.6% |
| 1Y | +19.6% | +28.5% | -9.0% | +3.1% |
| 3Y | +287.0% | +31.9% | +255.2% | +215.3% |
| All | +287.0% | +31.3% | +255.7% | +215.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling