-10.7%
CMG vs FLEX
+102.8%
-113.6%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -1.6% |
| 7D | -2.8% | -0.9% | -1.9% | -2.8% |
| 30D | +7.1% | -10.1% | +17.3% | +7.3% |
| 3M | +31.2% | -31.3% | +62.5% | +31.6% |
| 6M | +0.7% | +71.3% | -70.6% | -9.9% |
| YTD | -0.1% | +81.2% | -81.4% | -11.8% |
| 1Y | -10.7% | +98.5% | -109.2% | -19.2% |
| All | -10.7% | +102.8% | -113.6% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling