+25.0%
FLEX vs CPRT
-24.7%
+49.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | +5.0% | -17.3% | -9.4% |
| 7D | -17.0% | +12.6% | -29.6% | -10.8% |
| 30D | -33.8% | +18.0% | -51.8% | -26.8% |
| 3M | -39.0% | +11.0% | -50.0% | -33.8% |
| 6M | -15.9% | -2.0% | -13.9% | -9.3% |
| YTD | +27.8% | -16.7% | +44.5% | +36.1% |
| 1Y | +25.0% | -23.9% | +48.8% | +29.2% |
| All | +25.0% | -24.7% | +49.7% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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