+22.8%
FLEX vs CP
+33.1%
-10.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +11.4% |
| 7D | -7.2% | +2.8% | -9.9% | -8.0% |
| 30D | -34.8% | +11.3% | -46.1% | -38.0% |
| 3M | -35.6% | +2.9% | -38.4% | -36.2% |
| 6M | -45.0% | +9.8% | -54.8% | -48.4% |
| YTD | +29.4% | +28.5% | +0.8% | +15.1% |
| All | +22.8% | +33.1% | -10.3% | +5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling