+484.1%
FLEX vs CMS
+36.1%
+448.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +0.5% | +11.5% | +12.0% |
| 7D | -7.2% | -0.9% | -6.3% | -7.2% |
| 30D | -34.8% | +7.1% | -41.8% | -35.0% |
| 3M | -35.6% | -1.3% | -34.3% | -35.5% |
| 6M | -45.0% | -2.7% | -42.4% | -45.1% |
| YTD | +29.4% | +2.6% | +26.8% | +28.0% |
| 1Y | +24.8% | -2.0% | +26.8% | +24.3% |
| 3Y | +304.4% | +39.6% | +264.8% | +262.3% |
| 5Y | +484.1% | +35.3% | +448.7% | +437.5% |
| All | +484.1% | +36.1% | +448.0% | +437.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling