+1,210.9%
FLEX vs CPAY
+1,748.9%
-538.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -4.7% |
| 7D | +7.5% | +1.6% | +5.9% | +6.7% |
| 30D | -25.3% | +17.6% | -42.9% | -31.6% |
| 3M | -39.7% | +8.7% | -48.4% | -42.8% |
| 6M | -47.9% | +39.5% | -87.4% | -57.0% |
| YTD | +24.1% | +53.6% | -29.5% | -4.4% |
| 1Y | +26.0% | +63.3% | -37.3% | -6.2% |
| 3Y | +282.7% | +101.7% | +181.0% | +150.8% |
| 5Y | +424.2% | +91.4% | +332.8% | +247.1% |
| 10Y | +613.8% | +221.7% | +392.1% | +278.7% |
| All | +1,210.9% | +1,748.9% | -538.0% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling