+726.2%
FLEX vs CTVA
+104.3%
+621.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +5.2% |
| 7D | +7.0% | -2.1% | +9.1% | +7.7% |
| 30D | -5.8% | +12.0% | -17.8% | -10.0% |
| 3M | -24.2% | +13.5% | -37.7% | -29.1% |
| 6M | +90.8% | +12.1% | +78.7% | +78.3% |
| YTD | +89.2% | +29.0% | +60.2% | +65.9% |
| 1Y | +104.7% | +18.9% | +85.9% | +85.1% |
| 3Y | +478.1% | +78.9% | +399.2% | +328.3% |
| 5Y | +726.2% | +105.2% | +621.0% | +468.0% |
| All | +726.2% | +104.3% | +621.9% | +468.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 5y: compounded portfolio wealth divided by compounded CTVA 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…
5y analysis · Full analysis span regression · 6 months rolling