+7,917.6%
FLEX vs CMS
+769.2%
+7,148.4%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.2% | +1.7% | +1.6% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 30D | -10.1% | -3.6% | -6.5% | -8.9% |
| 3M | -31.3% | -1.9% | -29.4% | -31.3% |
| 6M | +71.3% | -11.0% | +82.2% | +77.1% |
| YTD | +81.2% | +0.2% | +81.0% | +79.2% |
| 1Y | +98.5% | -1.3% | +99.8% | +96.9% |
| 3Y | +428.2% | +35.9% | +392.3% | +354.2% |
| 5Y | +657.3% | +23.1% | +634.2% | +566.9% |
| 10Y | +995.9% | +117.9% | +878.0% | +655.0% |
| All | +7,917.6% | +769.2% | +7,148.4% | +2,403.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling