+614.8%
FLEX vs CMS
+140.2%
+474.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.4% |
| 7D | +7.5% | +1.7% | +5.7% | +7.0% |
| 30D | -25.3% | +6.2% | -31.5% | -26.6% |
| 3M | -39.7% | +0.6% | -40.3% | -39.9% |
| 6M | -47.9% | -1.8% | -46.1% | -48.1% |
| YTD | +24.1% | +3.8% | +20.3% | +21.2% |
| 1Y | +26.0% | -1.8% | +27.7% | +25.1% |
| 3Y | +282.7% | +39.8% | +242.9% | +229.1% |
| 5Y | +424.2% | +37.1% | +387.1% | +347.1% |
| All | +614.8% | +140.2% | +474.6% | +477.6% |
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