+725.7%
FLEX vs CPAY
+54.3%
+671.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | +6.4% | -2.5% | +8.8% | +7.5% |
| 30D | -5.9% | +1.3% | -7.2% | -6.7% |
| 3M | -23.5% | +13.5% | -36.9% | -29.0% |
| 6M | +83.7% | +24.7% | +59.0% | +60.3% |
| YTD | +86.5% | +34.9% | +51.5% | +53.7% |
| 1Y | +100.5% | +29.7% | +70.8% | +67.5% |
| 3Y | +469.8% | +49.4% | +420.5% | +330.2% |
| 5Y | +725.7% | +53.5% | +672.2% | +502.0% |
| All | +725.7% | +54.3% | +671.3% | +502.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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