+144.0%
FLEX vs CAI
-11.0%
+155.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -1.1% |
| 7D | +6.4% | -3.1% | +9.5% | +6.6% |
| 30D | -5.9% | +2.7% | -8.6% | -6.1% |
| 3M | -23.5% | +41.7% | -65.1% | -26.6% |
| 6M | +83.7% | +26.5% | +57.3% | +76.7% |
| YTD | +86.5% | -10.9% | +97.4% | +85.5% |
| 1Y | +100.5% | -29.2% | +129.7% | +101.5% |
| All | +144.0% | -11.0% | +155.0% | +142.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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