+565.2%
FLEX vs CMS
+125.4%
+439.7%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.1% | +6.7% | +5.1% |
| 7D | -19.3% | -1.3% | -18.0% | -19.1% |
| 30D | -41.5% | +6.3% | -47.8% | -42.7% |
| 3M | -43.1% | -2.1% | -41.1% | -43.0% |
| 6M | -48.2% | -5.1% | -43.1% | -48.0% |
| YTD | +15.5% | +1.3% | +14.2% | +13.5% |
| 1Y | +10.2% | -1.4% | +11.6% | +9.1% |
| 3Y | +256.8% | +36.9% | +219.9% | +208.5% |
| 5Y | +408.2% | +32.5% | +375.6% | +337.9% |
| All | +565.2% | +125.4% | +439.7% | +450.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling