+81.0%
AA vs CAI
-11.0%
+92.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -1.6% |
| 7D | -0.6% | -3.1% | +2.5% | -0.3% |
| 30D | -1.6% | +2.7% | -4.2% | -1.8% |
| 3M | -29.8% | +41.7% | -71.5% | -32.0% |
| 6M | -16.6% | +26.5% | -43.1% | -18.9% |
| YTD | -4.0% | -10.9% | +6.9% | -3.8% |
| 1Y | +63.5% | -29.2% | +92.7% | +66.9% |
| All | +81.0% | -11.0% | +92.0% | +87.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling