+98.5%
FLEX vs CPNG
-45.9%
+144.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.4% |
| 7D | -0.9% | -7.4% | +6.5% | -1.2% |
| 30D | -10.1% | -4.4% | -5.7% | -10.2% |
| 3M | -31.3% | -7.5% | -23.8% | -32.1% |
| 6M | +71.3% | -19.9% | +91.2% | +59.7% |
| YTD | +81.2% | -35.2% | +116.4% | +78.4% |
| 1Y | +98.5% | -46.8% | +145.3% | +106.9% |
| All | +98.5% | -45.9% | +144.4% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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