+98.5%
FLEX vs CPRT
-31.2%
+129.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.7% |
| 7D | -0.9% | +2.2% | -3.1% | 0.0% |
| 30D | -10.1% | +16.6% | -26.8% | -3.3% |
| 3M | -31.3% | +9.6% | -40.9% | -26.5% |
| 6M | +71.3% | -11.1% | +82.4% | +78.0% |
| YTD | +81.2% | -13.9% | +95.1% | +88.7% |
| 1Y | +98.5% | -32.5% | +131.0% | +100.2% |
| All | +98.5% | -31.2% | +129.7% | +100.2% |
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