+1,005.1%
FLEX vs CPB
-47.3%
+1,052.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +1.3% |
| 7D | -0.9% | -8.6% | +7.7% | -1.4% |
| 30D | -10.1% | -7.2% | -2.9% | -10.5% |
| 3M | -31.3% | +0.9% | -32.2% | -31.3% |
| 6M | +71.3% | -11.8% | +83.1% | +71.1% |
| YTD | +81.2% | -19.4% | +100.7% | +81.0% |
| 1Y | +98.5% | -30.4% | +128.9% | +98.5% |
| 3Y | +428.2% | -40.2% | +468.4% | +425.6% |
| 5Y | +657.3% | -39.5% | +696.8% | +653.0% |
| All | +1,005.1% | -47.3% | +1,052.4% | +1,014.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling