+25.5%
FLEX vs CAI
-3.0%
+28.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.2% | +3.5% | +3.7% |
| 7D | +2.2% | -26.3% | +28.5% | +7.6% |
| 30D | -32.6% | -17.5% | -15.1% | -29.6% |
| 3M | -35.5% | +5.8% | -41.3% | -34.4% |
| 6M | -45.6% | +53.6% | -99.2% | -48.0% |
| YTD | +30.7% | -9.2% | +39.9% | +37.4% |
| All | +25.5% | -3.0% | +28.6% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling