+4,100.0%
CMG vs FLEX
+1,245.6%
+2,854.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.5% | -3.1% | -2.0% |
| 7D | -2.8% | -0.9% | -1.9% | -2.6% |
| 30D | +7.1% | -10.1% | +17.3% | +9.8% |
| 3M | +31.2% | -31.3% | +62.5% | +41.7% |
| 6M | +0.7% | +71.3% | -70.6% | -19.9% |
| YTD | -0.1% | +81.2% | -81.4% | -22.5% |
| 1Y | -10.7% | +98.5% | -109.2% | -33.1% |
| 3Y | -4.7% | +428.2% | -432.9% | -49.4% |
| 5Y | -3.8% | +657.3% | -661.0% | -55.0% |
| 10Y | +352.5% | +995.9% | -643.4% | +66.2% |
| All | +4,100.0% | +1,245.6% | +2,854.4% | +1,219.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling