+565.2%
FLEX vs CPRT
+398.2%
+167.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.4% |
| 7D | -19.3% | +6.0% | -25.4% | -22.2% |
| 30D | -41.5% | +20.0% | -61.6% | -47.4% |
| 3M | -43.1% | +10.1% | -53.2% | -47.5% |
| 6M | -48.2% | -4.3% | -43.9% | -49.9% |
| YTD | +15.5% | -18.4% | +33.9% | +21.7% |
| 1Y | +10.2% | -20.1% | +30.3% | +17.4% |
| 3Y | +256.8% | -30.4% | +287.2% | +302.0% |
| 5Y | +408.2% | -17.0% | +425.2% | +394.1% |
| All | +565.2% | +398.2% | +167.0% | +181.5% |
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