+452.4%
FLEX vs CP
+26.0%
+426.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | -13.6% | +2.8% | -16.4% | -15.1% |
| 30D | -36.5% | +11.0% | -47.5% | -40.7% |
| 3M | -36.4% | +3.8% | -40.3% | -38.3% |
| 6M | -46.5% | +9.5% | -56.0% | -50.1% |
| YTD | +25.9% | +28.2% | -2.3% | +6.5% |
| 1Y | +19.6% | +33.0% | -13.4% | -1.0% |
| 3Y | +287.0% | +35.5% | +251.5% | +211.4% |
| All | +452.4% | +26.0% | +426.4% | +351.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling