+416.7%
FLEX vs CME
+69.3%
+347.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.4% | +5.0% | +4.5% |
| 7D | -19.3% | +0.9% | -20.2% | -19.2% |
| 30D | -41.5% | +13.2% | -54.7% | -40.5% |
| 3M | -43.1% | +16.3% | -59.4% | -41.9% |
| 6M | -48.2% | +7.1% | -55.3% | -46.7% |
| YTD | +15.5% | +15.8% | -0.3% | +18.1% |
| 1Y | +10.2% | +17.1% | -6.9% | +12.5% |
| 3Y | +256.8% | +63.2% | +193.6% | +233.8% |
| All | +416.7% | +69.3% | +347.3% | +349.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling