+1,814.6%
FLEX vs CPAY
+1,565.5%
+249.1%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.9% |
| 7D | -0.9% | +2.1% | -3.0% | -1.9% |
| 30D | -10.1% | +5.5% | -15.7% | -12.7% |
| 3M | -31.3% | +16.6% | -47.9% | -37.2% |
| 6M | +71.3% | +26.7% | +44.6% | +48.7% |
| YTD | +81.2% | +38.4% | +42.9% | +48.5% |
| 1Y | +98.5% | +30.1% | +68.4% | +66.2% |
| 3Y | +428.2% | +52.6% | +375.6% | +301.9% |
| 5Y | +657.3% | +59.0% | +598.3% | +454.8% |
| 10Y | +995.9% | +148.4% | +847.5% | +553.8% |
| All | +1,814.6% | +1,565.5% | +249.1% | +433.9% |
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