+86.1%
FLEX vs CNI
+31.9%
+54.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.6% | -3.6% | -3.9% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | -11.8% | -3.5% | -8.2% | -10.4% |
| 3M | -22.6% | +2.2% | -24.8% | -24.1% |
| 6M | +77.3% | +15.1% | +62.2% | +62.4% |
| YTD | +78.8% | +24.7% | +54.1% | +61.7% |
| 1Y | +86.1% | +33.4% | +52.7% | +71.0% |
| All | +86.1% | +31.9% | +54.1% | +71.0% |
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