+663.2%
FLEX vs CNP
+73.1%
+590.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -0.9% | +1.1% | -2.0% | -1.1% |
| 30D | -10.1% | -1.8% | -8.3% | -9.9% |
| 3M | -31.3% | -4.6% | -26.7% | -31.0% |
| 6M | +71.3% | -8.8% | +80.1% | +73.4% |
| YTD | +81.2% | +5.2% | +76.0% | +75.7% |
| 1Y | +98.5% | +8.3% | +90.2% | +90.4% |
| 3Y | +428.2% | +54.9% | +373.4% | +336.2% |
| All | +663.2% | +73.1% | +590.1% | +527.2% |
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