+241.2%
FLEX vs CP
+28.7%
+212.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.7% | -12.9% | -13.3% |
| 7D | -28.3% | +6.1% | -34.4% | -30.8% |
| 30D | -45.0% | +9.8% | -54.8% | -48.2% |
| 3M | -45.2% | +2.7% | -48.0% | -46.4% |
| 6M | -30.8% | +12.8% | -43.6% | -36.4% |
| YTD | +10.4% | +28.2% | -17.7% | -6.5% |
| 1Y | +2.3% | +34.1% | -31.9% | -15.8% |
| All | +241.2% | +28.7% | +212.6% | +182.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling