+1,086.7%
FLEX vs CAH
+295.7%
+791.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | +6.4% | -2.2% | +8.6% | +7.0% |
| 30D | -5.9% | +1.2% | -7.1% | -6.3% |
| 3M | -23.5% | +13.1% | -36.6% | -26.7% |
| 6M | +83.7% | +8.5% | +75.3% | +77.5% |
| YTD | +86.5% | +17.6% | +68.9% | +75.1% |
| 1Y | +100.5% | +60.7% | +39.8% | +67.5% |
| 3Y | +469.8% | +183.2% | +286.7% | +279.0% |
| 5Y | +725.7% | +402.2% | +323.5% | +332.9% |
| 10Y | +1,086.7% | +302.3% | +784.4% | +486.4% |
| All | +1,086.7% | +295.7% | +791.0% | +486.4% |
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