+7,917.6%
FLEX vs CAH
+4,604.7%
+3,313.0%
-96.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.7% |
| 7D | -0.9% | +5.4% | -6.3% | -3.1% |
| 30D | -10.1% | +3.3% | -13.5% | -11.4% |
| 3M | -31.3% | +22.8% | -54.1% | -37.4% |
| 6M | +71.3% | +11.3% | +60.0% | +61.5% |
| YTD | +81.2% | +21.1% | +60.1% | +64.8% |
| 1Y | +98.5% | +67.2% | +31.3% | +55.4% |
| 3Y | +428.2% | +195.6% | +232.6% | +215.9% |
| 5Y | +657.3% | +413.8% | +243.4% | +249.5% |
| 10Y | +995.9% | +309.6% | +686.3% | +413.6% |
| All | +7,917.6% | +4,604.7% | +3,313.0% | +1,250.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling