+7,917.6%
FLEX vs CP
+8,535.8%
-618.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -0.9% | -2.7% | +1.8% | +0.6% |
| 30D | -10.1% | +0.2% | -10.3% | -10.3% |
| 3M | -31.3% | +2.6% | -33.9% | -32.8% |
| 6M | +71.3% | +6.0% | +65.3% | +65.2% |
| YTD | +81.2% | +24.9% | +56.3% | +58.1% |
| 1Y | +98.5% | +20.1% | +78.4% | +76.8% |
| 3Y | +428.2% | +16.4% | +411.9% | +374.8% |
| 5Y | +657.3% | +31.7% | +625.5% | +524.4% |
| 10Y | +995.9% | +223.9% | +772.1% | +450.4% |
| All | +7,917.6% | +8,535.8% | -618.1% | +832.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling