+5,619.5%
FLEX vs CMI
+7,244.3%
-1,624.9%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.1% |
| 7D | +17.1% | +1.5% | +15.5% | +16.3% |
| 30D | -29.5% | -14.0% | -15.6% | -22.3% |
| 3M | -37.3% | -28.3% | -8.9% | -23.0% |
| 6M | -44.1% | -34.9% | -9.2% | -26.9% |
| YTD | +29.3% | -9.9% | +39.2% | +41.8% |
| 1Y | +24.2% | -3.6% | +27.8% | +31.4% |
| 3Y | +297.3% | +120.9% | +176.4% | +165.7% |
| 5Y | +446.2% | +116.1% | +330.1% | +268.0% |
| 10Y | +643.7% | +328.5% | +315.2% | +245.5% |
| All | +5,619.5% | +7,244.3% | -1,624.9% | +364.7% |
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