+614.8%
FLEX vs CNI
+140.9%
+473.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.5% | -3.5% | -3.7% |
| 7D | +7.5% | +2.5% | +4.9% | +5.7% |
| 30D | -25.3% | +6.1% | -31.4% | -28.7% |
| 3M | -39.7% | +0.1% | -39.8% | -40.0% |
| 6M | -47.9% | +14.9% | -62.8% | -53.6% |
| YTD | +24.1% | +30.9% | -6.8% | -0.6% |
| 1Y | +26.0% | +33.9% | -8.0% | -0.9% |
| 3Y | +282.7% | +20.2% | +262.5% | +220.5% |
| 5Y | +424.2% | +8.2% | +416.0% | +368.7% |
| All | +614.8% | +140.9% | +473.9% | +281.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling