+1,467.6%
FLEX vs CTVA
+223.3%
+1,244.3%
-57.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.9% | +2.4% | +1.9% |
| 7D | -0.9% | +4.9% | -5.8% | -3.4% |
| 30D | -10.1% | +11.9% | -22.1% | -15.6% |
| 3M | -31.3% | +13.7% | -45.0% | -37.1% |
| 6M | +71.3% | +13.1% | +58.1% | +56.5% |
| YTD | +81.2% | +32.0% | +49.3% | +51.9% |
| 1Y | +98.5% | +22.1% | +76.4% | +72.1% |
| 3Y | +428.2% | +77.5% | +350.8% | +261.1% |
| 5Y | +657.3% | +106.3% | +551.0% | +356.4% |
| All | +1,467.6% | +223.3% | +1,244.3% | +541.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling