+256.8%
FLEX vs CMS
+36.5%
+220.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.3% | +5.9% | +4.1% |
| 7D | -19.3% | -0.5% | -18.8% | -19.4% |
| 30D | -41.5% | +7.2% | -48.7% | -40.3% |
| 3M | -43.1% | -1.3% | -41.8% | -43.1% |
| 6M | -48.2% | -4.3% | -43.9% | -48.6% |
| YTD | +15.5% | +2.1% | +13.4% | +15.5% |
| 1Y | +10.2% | -0.6% | +10.8% | +10.1% |
| 3Y | +256.8% | +38.0% | +218.8% | +225.1% |
| All | +256.8% | +36.5% | +220.4% | +225.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling