+442.4%
FLEX vs CPB
-40.0%
+482.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.4% | +4.9% | +0.4% |
| 7D | -0.9% | -8.6% | +7.7% | -3.6% |
| 30D | -10.1% | -7.2% | -2.9% | -12.0% |
| 3M | -31.3% | +0.9% | -32.2% | -30.6% |
| 6M | +71.3% | -11.8% | +83.1% | +68.5% |
| YTD | +81.2% | -19.4% | +100.7% | +75.7% |
| 1Y | +98.5% | -30.4% | +128.9% | +88.1% |
| All | +442.4% | -40.0% | +482.4% | +398.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling