+5,389.6%
FLEX vs CMI
+7,192.4%
-1,802.8%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.7% | -3.3% | -3.6% |
| 7D | +7.5% | +0.5% | +7.0% | +7.4% |
| 30D | -25.3% | -14.0% | -11.3% | -17.6% |
| 3M | -39.7% | -28.1% | -11.5% | -26.1% |
| 6M | -47.9% | -35.8% | -12.0% | -31.3% |
| YTD | +24.1% | -10.5% | +34.6% | +36.7% |
| 1Y | +26.0% | -1.9% | +27.8% | +31.9% |
| 3Y | +282.7% | +121.0% | +161.7% | +155.9% |
| 5Y | +424.2% | +114.6% | +309.7% | +254.7% |
| 10Y | +613.8% | +325.5% | +288.3% | +233.0% |
| All | +5,389.6% | +7,192.4% | -1,802.8% | +347.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling