+7,917.6%
FLEX vs CNP
+1,202.4%
+6,715.3%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -0.9% | +1.1% | -2.0% | -1.2% |
| 30D | -10.1% | -1.8% | -8.3% | -9.8% |
| 3M | -31.3% | -4.6% | -26.7% | -30.8% |
| 6M | +71.3% | -8.8% | +80.1% | +74.2% |
| YTD | +81.2% | +5.2% | +76.0% | +77.6% |
| 1Y | +98.5% | +8.3% | +90.2% | +92.8% |
| 3Y | +428.2% | +54.9% | +373.4% | +362.6% |
| 5Y | +657.3% | +73.5% | +583.8% | +542.4% |
| 10Y | +995.9% | +139.1% | +856.8% | +746.1% |
| All | +7,917.6% | +1,202.4% | +6,715.3% | +4,975.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling