+22.8%
FLEX vs CAPR
+64.2%
-41.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +9.4% | +2.6% | +11.9% |
| 7D | -7.2% | +36.0% | -43.2% | -7.5% |
| 30D | -34.8% | +25.8% | -60.6% | -34.9% |
| 3M | -35.6% | +140.8% | -176.4% | -36.2% |
| 6M | -45.0% | -67.6% | +22.6% | -44.9% |
| YTD | +29.4% | -65.9% | +95.2% | +29.6% |
| All | +22.8% | +64.2% | -41.3% | +21.2% |
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