+303.1%
FLEX vs CME
+64.8%
+238.2%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.2% | +1.6% | +5.1% |
| 7D | +2.2% | +2.5% | -0.2% | +3.8% |
| 30D | -32.6% | +13.9% | -46.6% | -26.7% |
| 3M | -35.5% | +22.4% | -57.9% | -26.9% |
| 6M | -45.6% | +12.9% | -58.5% | -39.2% |
| YTD | +30.7% | +19.6% | +11.1% | +50.3% |
| 1Y | +28.4% | +17.7% | +10.7% | +47.1% |
| All | +303.1% | +64.8% | +238.2% | +429.3% |
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