+651.7%
FLEX vs CAH
+411.5%
+240.3%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.5% | +3.7% |
| 7D | +2.2% | +5.9% | -3.7% | +0.4% |
| 30D | -32.6% | +16.5% | -49.2% | -36.1% |
| 3M | -35.5% | +15.7% | -51.2% | -38.8% |
| 6M | -45.6% | +52.7% | -98.3% | -53.3% |
| YTD | +30.7% | +36.3% | -5.6% | +16.2% |
| 1Y | +28.4% | +36.7% | -8.4% | +14.0% |
| 3Y | +301.7% | +178.2% | +123.5% | +166.7% |
| 5Y | +473.3% | +515.8% | -42.5% | +170.5% |
| 10Y | +651.7% | +411.8% | +239.9% | +246.7% |
| All | +651.7% | +411.5% | +240.3% | +246.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling