+565.2%
FLEX vs CP
+253.8%
+311.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.7% | +6.3% | +5.7% |
| 7D | -19.3% | +2.8% | -22.1% | -21.2% |
| 30D | -41.5% | +10.2% | -51.7% | -45.9% |
| 3M | -43.1% | +2.4% | -45.5% | -44.7% |
| 6M | -48.2% | +7.7% | -55.9% | -51.8% |
| YTD | +15.5% | +26.0% | -10.5% | -4.0% |
| 1Y | +10.2% | +34.6% | -24.4% | -12.5% |
| 3Y | +256.8% | +26.7% | +230.1% | +189.7% |
| 5Y | +408.2% | +24.9% | +383.3% | +305.3% |
| All | +565.2% | +253.8% | +311.4% | +207.8% |
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