+718.0%
FLEX vs CPNG
-76.8%
+794.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +6.4% | -7.6% | +13.9% | +7.7% |
| 30D | -5.9% | -8.8% | +3.0% | -4.6% |
| 3M | -23.5% | -7.2% | -16.2% | -23.0% |
| 6M | +83.7% | -21.5% | +105.3% | +87.1% |
| YTD | +86.5% | -37.4% | +123.9% | +98.0% |
| 1Y | +100.5% | -54.3% | +154.8% | +126.6% |
| 3Y | +469.8% | -20.3% | +490.1% | +472.4% |
| 5Y | +725.7% | -51.2% | +776.9% | +714.8% |
| All | +718.0% | -76.8% | +794.7% | +740.2% |
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