+640.4%
FLEX vs CP
+261.0%
+379.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +10.7% |
| 7D | -7.2% | +2.8% | -9.9% | -9.1% |
| 30D | -34.8% | +11.3% | -46.1% | -39.9% |
| 3M | -35.6% | +2.9% | -38.4% | -37.4% |
| 6M | -45.0% | +9.8% | -54.8% | -49.4% |
| YTD | +29.4% | +28.5% | +0.8% | +6.3% |
| 1Y | +24.8% | +33.5% | -8.7% | 0.0% |
| 3Y | +304.4% | +31.9% | +272.5% | +219.6% |
| 5Y | +484.1% | +25.5% | +458.6% | +365.7% |
| 10Y | +640.4% | +257.6% | +382.8% | +236.8% |
| All | +640.4% | +261.0% | +379.4% | +236.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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