+442.4%
FLEX vs CME
+57.6%
+384.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.4% |
| 7D | -0.9% | -1.6% | +0.7% | -1.7% |
| 30D | -10.1% | +6.2% | -16.4% | -7.3% |
| 3M | -31.3% | +10.4% | -41.8% | -26.7% |
| 6M | +71.3% | -9.5% | +80.8% | +70.6% |
| YTD | +81.2% | +6.0% | +75.2% | +91.5% |
| 1Y | +98.5% | +9.3% | +89.2% | +112.8% |
| All | +442.4% | +57.6% | +384.8% | +529.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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