+298.7%
FLEX vs CMI
+122.9%
+175.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | +0.6% |
| 7D | +17.1% | +1.5% | +15.5% | +15.7% |
| 30D | -29.5% | -14.0% | -15.6% | -17.6% |
| 3M | -37.3% | -28.3% | -8.9% | -13.3% |
| 6M | -44.1% | -34.9% | -9.2% | -15.4% |
| YTD | +29.3% | -9.9% | +39.2% | +52.8% |
| 1Y | +24.2% | -3.6% | +27.8% | +39.7% |
| All | +298.7% | +122.9% | +175.8% | +169.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling