+147.5%
FLEX vs CAI
-8.1%
+155.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.0% | +5.4% | +4.5% |
| 7D | +7.0% | +0.2% | +6.8% | +7.0% |
| 30D | -5.8% | +9.1% | -14.9% | -6.6% |
| 3M | -24.2% | +53.8% | -78.0% | -27.9% |
| 6M | +90.8% | +33.5% | +57.3% | +82.4% |
| YTD | +89.2% | -8.0% | +97.2% | +87.7% |
| 1Y | +104.7% | -28.7% | +133.4% | +105.3% |
| All | +147.5% | -8.1% | +155.6% | +145.2% |
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