+442.4%
FLEX vs CPRT
-25.5%
+468.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.5% |
| 7D | -0.9% | +2.2% | -3.1% | -1.1% |
| 30D | -10.1% | +16.6% | -26.8% | -11.5% |
| 3M | -31.3% | +9.6% | -40.9% | -31.9% |
| 6M | +71.3% | -11.1% | +82.4% | +81.1% |
| YTD | +81.2% | -13.9% | +95.1% | +92.9% |
| 1Y | +98.5% | -32.5% | +131.0% | +135.6% |
| All | +442.4% | -25.5% | +468.0% | +523.9% |
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