+4,785.6%
FLEX vs CP
+8,758.7%
-3,973.1%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -0.7% | -12.9% | -13.2% |
| 7D | -28.3% | +6.1% | -34.4% | -30.9% |
| 30D | -45.0% | +9.8% | -54.8% | -48.3% |
| 3M | -45.2% | +2.7% | -48.0% | -46.6% |
| 6M | -30.8% | +12.8% | -43.6% | -36.1% |
| YTD | +10.4% | +28.2% | -17.7% | -5.8% |
| 1Y | +2.3% | +34.1% | -31.9% | -15.0% |
| 3Y | +238.9% | +28.9% | +210.0% | +185.4% |
| 5Y | +386.0% | +27.1% | +358.9% | +306.6% |
| 10Y | +551.1% | +264.8% | +286.3% | +204.6% |
| All | +4,785.6% | +8,758.7% | -3,973.1% | +455.1% |
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