+663.2%
FLEX vs CME
+78.2%
+585.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | -0.9% | -1.6% | +0.7% | -1.0% |
| 30D | -10.1% | +6.2% | -16.4% | -9.7% |
| 3M | -31.3% | +10.4% | -41.8% | -30.5% |
| 6M | +71.3% | -9.5% | +80.8% | +74.6% |
| YTD | +81.2% | +6.0% | +75.2% | +82.3% |
| 1Y | +98.5% | +9.3% | +89.2% | +98.7% |
| 3Y | +428.2% | +57.7% | +370.6% | +371.8% |
| All | +663.2% | +78.2% | +585.1% | +469.3% |
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 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