+256.8%
FLEX vs CPRT
-30.7%
+287.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +4.5% |
| 7D | -19.3% | +6.0% | -25.4% | -19.1% |
| 30D | -41.5% | +20.0% | -61.6% | -41.4% |
| 3M | -43.1% | +10.1% | -53.2% | -43.0% |
| 6M | -48.2% | -4.3% | -43.9% | -46.7% |
| YTD | +15.5% | -18.4% | +33.9% | +24.9% |
| 1Y | +10.2% | -20.1% | +30.3% | +20.0% |
| 3Y | +256.8% | -30.4% | +287.2% | +310.1% |
| All | +256.8% | -30.7% | +287.5% | +310.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling