-7.6%
CMG vs FLEX
+465.7%
-473.3%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -2.4% |
| 7D | -6.5% | +6.4% | -12.8% | -7.0% |
| 30D | +12.1% | -5.9% | +18.0% | +12.6% |
| 3M | +20.6% | -23.5% | +44.0% | +22.7% |
| 6M | +2.1% | +83.7% | -81.6% | -12.6% |
| YTD | -2.6% | +86.5% | -89.1% | -17.3% |
| 1Y | -8.7% | +100.5% | -109.2% | -24.0% |
| All | -7.6% | +465.7% | -473.3% | -31.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling