+69.3%
FLEX vs CAI
-5.3%
+74.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.3% | +10.7% | +11.8% |
| 7D | -7.2% | -20.3% | +13.2% | -4.1% |
| 30D | -34.8% | -13.9% | -20.9% | -32.8% |
| 3M | -35.6% | +12.4% | -48.0% | -35.3% |
| 6M | -45.0% | +58.3% | -103.3% | -47.2% |
| YTD | +29.4% | -5.2% | +34.6% | +30.0% |
| 1Y | +24.8% | -0.2% | +24.9% | +24.9% |
| All | +69.3% | -5.3% | +74.6% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling