+1,005.1%
FLEX vs CNP
+137.5%
+867.5%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.8% |
| 7D | -0.9% | +1.1% | -2.0% | -1.4% |
| 30D | -10.1% | -1.8% | -8.3% | -9.5% |
| 3M | -31.3% | -4.6% | -26.7% | -30.4% |
| 6M | +71.3% | -8.8% | +80.1% | +76.4% |
| YTD | +81.2% | +5.2% | +76.0% | +73.8% |
| 1Y | +98.5% | +8.3% | +90.2% | +87.1% |
| 3Y | +428.2% | +54.9% | +373.4% | +304.0% |
| 5Y | +657.3% | +73.5% | +583.8% | +437.0% |
| All | +1,005.1% | +137.5% | +867.5% | +539.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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