+100.6%
FLEX vs CMI
+39.5%
+61.1%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +1.2% | +6.0% | +5.9% |
| 7D | +5.7% | -0.7% | +6.4% | +6.6% |
| 30D | -7.0% | -12.4% | +5.4% | +7.1% |
| 3M | -23.8% | -14.8% | -9.1% | -9.0% |
| 6M | +82.6% | +0.8% | +81.8% | +96.0% |
| YTD | +91.6% | +10.2% | +81.4% | +87.2% |
| 1Y | +100.6% | +37.4% | +63.1% | +68.4% |
| All | +100.6% | +39.5% | +61.1% | +68.4% |
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