+303.1%
FLEX vs CAH
+176.9%
+126.1%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.5% | +3.8% |
| 7D | +2.2% | +5.9% | -3.7% | +2.5% |
| 30D | -32.6% | +16.5% | -49.2% | -32.4% |
| 3M | -35.5% | +15.7% | -51.2% | -35.2% |
| 6M | -45.6% | +52.7% | -98.3% | -46.4% |
| YTD | +30.7% | +36.3% | -5.6% | +30.9% |
| 1Y | +28.4% | +36.7% | -8.4% | +28.5% |
| All | +303.1% | +176.9% | +126.1% | +263.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling