+26.0%
FLEX vs CMS
-2.7%
+28.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -2.8% |
| 7D | +7.5% | +1.7% | +5.7% | +8.9% |
| 30D | -25.3% | +6.2% | -31.5% | -21.8% |
| 3M | -39.7% | +0.6% | -40.3% | -38.8% |
| 6M | -47.9% | -1.8% | -46.1% | -48.4% |
| YTD | +24.1% | +3.8% | +20.3% | +21.5% |
| 1Y | +26.0% | -1.8% | +27.7% | +22.3% |
| All | +26.0% | -2.7% | +28.6% | +22.3% |
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 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