+25.0%
FLEX vs CPB
-18.4%
+43.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.9% | -18.2% | -8.7% |
| 7D | -17.0% | +13.0% | -29.9% | -10.3% |
| 30D | -33.8% | +20.5% | -54.4% | -25.4% |
| 3M | -39.0% | +2.2% | -41.2% | -36.3% |
| 6M | -15.9% | +15.4% | -31.3% | -6.0% |
| YTD | +27.8% | -12.3% | +40.2% | +29.5% |
| 1Y | +25.0% | -18.0% | +42.9% | +24.4% |
| All | +25.0% | -18.4% | +43.4% | +24.4% |
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