+98.5%
FLEX vs CPB
-32.6%
+131.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | -0.2% |
| 7D | -0.9% | -8.6% | +7.7% | -5.1% |
| 30D | -10.1% | -7.2% | -2.9% | -13.1% |
| 3M | -31.3% | +0.9% | -32.2% | -30.1% |
| 6M | +71.3% | -11.8% | +83.1% | +65.5% |
| YTD | +81.2% | -19.4% | +100.7% | +71.5% |
| 1Y | +98.5% | -30.4% | +128.9% | +83.5% |
| All | +98.5% | -32.6% | +131.1% | +83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 1y: compounded portfolio wealth divided by compounded CPB 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…
1y analysis · Full analysis span regression · 6 months rolling