+98.5%
FLEX vs CMS
-1.9%
+100.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.4% |
| 7D | -0.9% | +0.4% | -1.3% | -0.7% |
| 30D | -10.1% | -3.6% | -6.5% | -11.9% |
| 3M | -31.3% | -1.9% | -29.4% | -33.4% |
| 6M | +71.3% | -11.0% | +82.2% | +65.8% |
| YTD | +81.2% | +0.2% | +81.0% | +75.8% |
| 1Y | +98.5% | -1.3% | +99.8% | +93.9% |
| All | +98.5% | -1.9% | +100.4% | +93.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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