+640.4%
FLEX vs CPRT
+399.1%
+241.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.6% | +10.5% | +11.3% |
| 7D | -7.2% | +1.6% | -8.8% | -8.3% |
| 30D | -34.8% | +18.8% | -53.5% | -40.9% |
| 3M | -35.6% | +9.4% | -45.0% | -40.2% |
| 6M | -45.0% | -4.4% | -40.6% | -46.6% |
| YTD | +29.4% | -17.1% | +46.5% | +35.5% |
| 1Y | +24.8% | -19.9% | +44.7% | +33.1% |
| 3Y | +304.4% | -30.5% | +334.9% | +357.9% |
| 5Y | +484.1% | -15.9% | +500.0% | +465.2% |
| 10Y | +640.4% | +386.7% | +253.7% | +210.0% |
| All | +640.4% | +399.1% | +241.3% | +210.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling