+695.0%
FLEX vs CPNG
-75.9%
+770.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.4% | +2.9% | +1.7% |
| 7D | -0.9% | -7.4% | +6.5% | +0.4% |
| 30D | -10.1% | -4.4% | -5.7% | -9.6% |
| 3M | -31.3% | -7.5% | -23.8% | -30.9% |
| 6M | +71.3% | -19.9% | +91.2% | +74.0% |
| YTD | +81.2% | -35.2% | +116.4% | +91.4% |
| 1Y | +98.5% | -46.8% | +145.3% | +117.7% |
| 3Y | +428.2% | -20.2% | +448.4% | +430.6% |
| 5Y | +657.3% | -48.4% | +705.7% | +643.2% |
| All | +695.0% | -75.9% | +770.9% | +712.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling