+416.7%
FLEX vs CPRT
-17.4%
+434.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.6% | +6.2% | +5.0% |
| 7D | -19.3% | +6.0% | -25.4% | -20.8% |
| 30D | -41.5% | +20.0% | -61.6% | -44.9% |
| 3M | -43.1% | +10.1% | -53.2% | -45.6% |
| 6M | -48.2% | -4.3% | -43.9% | -48.4% |
| YTD | +15.5% | -18.4% | +33.9% | +23.6% |
| 1Y | +10.2% | -20.1% | +30.3% | +19.0% |
| 3Y | +256.8% | -30.4% | +287.2% | +303.3% |
| All | +416.7% | -17.4% | +434.1% | +406.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling