+25.0%
FLEX vs CAPR
+47.4%
-22.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +8.3% | -20.6% | -12.4% |
| 7D | -17.0% | +43.2% | -60.2% | -17.3% |
| 30D | -33.8% | +14.7% | -48.5% | -34.0% |
| 3M | -39.0% | +113.9% | -153.0% | -39.6% |
| 6M | -15.9% | -73.4% | +57.5% | -15.5% |
| YTD | +27.8% | -69.1% | +96.9% | +28.2% |
| 1Y | +25.0% | +47.2% | -22.2% | +22.5% |
| All | +25.0% | +47.4% | -22.5% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling