+626.9%
FLEX vs CPB
-40.9%
+667.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.5% | -2.8% |
| 7D | -13.6% | +2.9% | -16.5% | -13.3% |
| 30D | -36.5% | +17.6% | -54.1% | -35.5% |
| 3M | -36.4% | +2.0% | -38.5% | -35.9% |
| 6M | -46.5% | +11.6% | -58.1% | -45.8% |
| YTD | +25.9% | -13.8% | +39.7% | +27.0% |
| 1Y | +19.6% | -21.6% | +41.1% | +20.6% |
| 3Y | +287.0% | -35.8% | +322.8% | +288.5% |
| 5Y | +466.6% | -33.3% | +499.9% | +468.0% |
| 10Y | +626.9% | -39.4% | +666.4% | +607.3% |
| All | +626.9% | -40.9% | +667.8% | +607.3% |
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