+473.3%
FLEX vs CPNG
-74.8%
+548.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +4.1% |
| 7D | +2.2% | -6.2% | +8.5% | +3.4% |
| 30D | -32.6% | +4.6% | -37.3% | -33.3% |
| 3M | -35.5% | -3.1% | -32.4% | -35.4% |
| 6M | -45.6% | -0.9% | -44.7% | -46.0% |
| YTD | +30.7% | -32.2% | +62.9% | +36.7% |
| 1Y | +28.4% | -44.2% | +72.6% | +39.6% |
| 3Y | +301.7% | +4.4% | +297.3% | +286.1% |
| 5Y | +473.3% | -45.2% | +518.5% | +457.4% |
| All | +473.3% | -74.8% | +548.1% | +479.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling