+98.5%
FLEX vs CMI
+45.0%
+53.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.8% | -1.3% | -1.4% |
| 7D | -0.9% | -0.7% | -0.2% | -0.2% |
| 30D | -10.1% | -13.4% | +3.3% | +4.6% |
| 3M | -31.3% | -17.0% | -14.3% | -16.0% |
| 6M | +71.3% | -1.6% | +72.9% | +85.6% |
| YTD | +81.2% | +11.0% | +70.3% | +75.7% |
| 1Y | +98.5% | +41.9% | +56.6% | +61.6% |
| All | +98.5% | +45.0% | +53.5% | +61.6% |
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