+84.6%
AA vs CAI
-8.1%
+92.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.0% | +4.5% | +3.6% |
| 7D | +1.7% | +0.2% | +1.5% | +1.6% |
| 30D | +3.3% | +9.1% | -5.8% | +2.5% |
| 3M | -29.4% | +53.8% | -83.2% | -32.2% |
| 6M | -12.8% | +33.5% | -46.3% | -15.7% |
| YTD | -2.1% | -8.0% | +5.9% | -2.2% |
| 1Y | +62.8% | -28.7% | +91.5% | +66.0% |
| All | +84.6% | -8.1% | +92.6% | +90.6% |
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