+565.2%
FLEX vs CNP
+138.0%
+427.2%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.7% | +2.8% | +3.8% |
| 7D | -19.3% | -4.2% | -15.1% | -17.4% |
| 30D | -41.5% | +5.5% | -47.1% | -42.9% |
| 3M | -43.1% | +0.6% | -43.7% | -43.2% |
| 6M | -48.2% | -2.8% | -45.4% | -47.8% |
| YTD | +15.5% | +7.9% | +7.6% | +9.7% |
| 1Y | +10.2% | +6.7% | +3.6% | +5.1% |
| 3Y | +256.8% | +61.1% | +195.7% | +168.1% |
| 5Y | +408.2% | +73.0% | +335.3% | +262.4% |
| All | +565.2% | +138.0% | +427.2% | +278.5% |
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