+25.0%
FLEX vs CMI
+10.9%
+14.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -5.8% | -6.6% | -5.9% |
| 7D | -17.0% | -11.2% | -5.8% | -4.8% |
| 30D | -33.8% | -9.8% | -24.0% | -25.1% |
| 3M | -39.0% | -25.5% | -13.5% | -15.2% |
| 6M | -15.9% | -27.7% | +11.8% | +24.2% |
| YTD | +27.8% | -6.6% | +34.5% | +51.5% |
| 1Y | +25.0% | +11.7% | +13.3% | +28.8% |
| All | +25.0% | +10.9% | +14.1% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 1y: compounded portfolio wealth divided by compounded CMI 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…
1y analysis · Full analysis span regression · 6 months rolling