+473.3%
FLEX vs CPRT
-15.6%
+488.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -0.4% | +4.2% | +3.9% |
| 7D | +2.2% | -1.4% | +3.6% | +2.6% |
| 30D | -32.6% | +21.5% | -54.1% | -36.7% |
| 3M | -35.5% | +9.4% | -44.9% | -38.1% |
| 6M | -45.6% | -3.3% | -42.3% | -45.9% |
| YTD | +30.7% | -17.8% | +48.5% | +39.7% |
| 1Y | +28.4% | -22.2% | +50.5% | +41.1% |
| 3Y | +301.7% | -34.0% | +335.6% | +371.9% |
| 5Y | +473.3% | -15.4% | +488.7% | +455.0% |
| All | +473.3% | -15.6% | +488.9% | +455.0% |
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 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