+1,498.7%
FLEX vs CNH
+64.7%
+1,434.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.0% | -2.5% | -0.4% |
| 7D | -0.9% | +23.3% | -24.2% | -10.8% |
| 30D | -10.1% | +33.5% | -43.6% | -22.7% |
| 3M | -31.3% | +32.7% | -64.1% | -40.9% |
| 6M | +71.3% | +22.2% | +49.1% | +53.9% |
| YTD | +81.2% | +57.7% | +23.6% | +43.1% |
| 1Y | +98.5% | +28.0% | +70.5% | +72.4% |
| 3Y | +428.2% | +11.5% | +416.7% | +373.3% |
| 5Y | +657.3% | +11.9% | +645.4% | +559.4% |
| 10Y | +995.9% | +162.8% | +833.1% | +539.8% |
| All | +1,498.7% | +64.7% | +1,434.0% | +858.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling