+304.4%
FLEX vs CP
+30.2%
+274.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +2.0% | +10.0% | +11.0% |
| 7D | -7.2% | +2.8% | -9.9% | -8.6% |
| 30D | -34.8% | +11.3% | -46.1% | -39.0% |
| 3M | -35.6% | +2.9% | -38.4% | -36.9% |
| 6M | -45.0% | +9.8% | -54.8% | -48.8% |
| YTD | +29.4% | +28.5% | +0.8% | +9.4% |
| 1Y | +24.8% | +33.5% | -8.7% | +3.2% |
| 3Y | +304.4% | +31.9% | +272.5% | +234.7% |
| All | +304.4% | +30.2% | +274.2% | +234.7% |
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