+25.0%
FLEX vs CNI
+37.5%
-12.6%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +2.1% | -14.4% | -13.1% |
| 7D | -17.0% | +3.7% | -20.7% | -18.2% |
| 30D | -33.8% | +8.1% | -41.9% | -36.3% |
| 3M | -39.0% | +1.9% | -40.9% | -39.5% |
| 6M | -15.9% | +19.2% | -35.1% | -24.1% |
| YTD | +27.8% | +32.7% | -4.9% | +9.3% |
| 1Y | +25.0% | +37.0% | -12.0% | +3.9% |
| All | +25.0% | +37.5% | -12.6% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 1y: compounded portfolio wealth divided by compounded CNI 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…
1y analysis · Full analysis span regression · 6 months rolling