+626.9%
FLEX vs CMS
+134.3%
+492.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -3.0% | -2.7% |
| 7D | -13.6% | +0.5% | -14.1% | -13.8% |
| 30D | -36.5% | +7.4% | -43.9% | -37.8% |
| 3M | -36.4% | +1.9% | -38.3% | -36.9% |
| 6M | -46.5% | -2.3% | -44.1% | -46.6% |
| YTD | +25.9% | +3.0% | +23.0% | +23.3% |
| 1Y | +19.6% | -2.8% | +22.3% | +19.1% |
| 3Y | +287.0% | +37.9% | +249.1% | +234.3% |
| 5Y | +466.6% | +34.0% | +432.7% | +387.2% |
| 10Y | +626.9% | +138.1% | +488.8% | +487.8% |
| All | +626.9% | +134.3% | +492.6% | +487.8% |
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