+424.8%
FLEX vs CMS
+36.3%
+388.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.7% | -5.7% | -4.0% |
| 7D | +7.5% | +1.7% | +5.7% | +7.5% |
| 30D | -25.3% | +6.2% | -31.5% | -25.4% |
| 3M | -39.7% | +0.6% | -40.3% | -39.6% |
| 6M | -47.9% | -1.8% | -46.1% | -48.0% |
| YTD | +24.1% | +3.8% | +20.3% | +22.7% |
| 1Y | +26.0% | -1.8% | +27.7% | +25.6% |
| 3Y | +282.7% | +39.8% | +242.9% | +243.2% |
| All | +424.8% | +36.3% | +388.5% | +378.9% |
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