-5.0%
CMG vs FLEX
+684.1%
-689.0%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.1% | +4.4% | +1.1% |
| 7D | -3.8% | +0.1% | -3.9% | -3.9% |
| 30D | +12.9% | -11.8% | +24.7% | +15.3% |
| 3M | +18.8% | -22.6% | +41.3% | +22.5% |
| 6M | +4.1% | +77.3% | -73.3% | -17.7% |
| YTD | -2.4% | +78.8% | -81.1% | -23.6% |
| 1Y | -6.7% | +86.1% | -92.7% | -28.6% |
| 3Y | -7.1% | +446.2% | -453.3% | -55.2% |
| 5Y | -5.0% | +689.7% | -694.7% | -64.3% |
| All | -5.0% | +684.1% | -689.0% | -64.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling