+325.9%
CMG vs FLEX
+608.2%
-282.3%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +1.1% |
| 7D | +2.5% | +7.5% | -5.0% | +0.9% |
| 30D | +15.6% | -25.3% | +40.9% | +21.3% |
| 3M | +8.2% | -39.7% | +47.9% | +17.9% |
| 6M | +9.9% | -47.9% | +57.7% | +21.0% |
| YTD | -4.6% | +24.1% | -28.7% | -19.6% |
| 1Y | +12.4% | +26.0% | -13.5% | -6.0% |
| 3Y | -18.0% | +282.7% | -300.7% | -52.3% |
| 5Y | -5.3% | +424.2% | -429.5% | -50.9% |
| All | +325.9% | +608.2% | -282.3% | +77.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling