+424.8%
FLEX vs CNP
+74.5%
+350.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | +7.5% | +1.3% | +6.1% | +7.1% |
| 30D | -25.3% | +3.8% | -29.1% | -25.7% |
| 3M | -39.7% | +2.4% | -42.0% | -39.9% |
| 6M | -47.9% | -1.2% | -46.7% | -47.9% |
| YTD | +24.1% | +9.3% | +14.8% | +19.4% |
| 1Y | +26.0% | +6.4% | +19.5% | +22.1% |
| 3Y | +282.7% | +66.4% | +216.3% | +206.1% |
| All | +424.8% | +74.5% | +350.3% | +311.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling