+424.8%
FLEX vs CPB
-33.2%
+458.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -3.2% |
| 7D | +7.5% | -1.6% | +9.0% | +7.1% |
| 30D | -25.3% | +19.2% | -44.5% | -21.7% |
| 3M | -39.7% | -0.9% | -38.7% | -38.8% |
| 6M | -47.9% | +15.2% | -63.1% | -45.6% |
| YTD | +24.1% | -13.1% | +37.2% | +26.1% |
| 1Y | +26.0% | -22.4% | +48.4% | +27.1% |
| 3Y | +282.7% | -35.3% | +318.0% | +276.3% |
| All | +424.8% | -33.2% | +458.0% | +405.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling