+626.9%
FLEX vs CP
+255.2%
+371.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -13.6% | +2.8% | -16.4% | -15.4% |
| 30D | -36.5% | +11.0% | -47.5% | -41.4% |
| 3M | -36.4% | +3.8% | -40.3% | -38.7% |
| 6M | -46.5% | +9.5% | -56.0% | -50.7% |
| YTD | +25.9% | +28.2% | -2.3% | +3.6% |
| 1Y | +19.6% | +33.0% | -13.4% | -4.0% |
| 3Y | +287.0% | +35.5% | +251.5% | +200.1% |
| 5Y | +466.6% | +25.8% | +440.8% | +350.8% |
| 10Y | +626.9% | +250.7% | +376.2% | +227.3% |
| All | +626.9% | +255.2% | +371.7% | +227.3% |
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