-41.6%
AA vs CAI
+43.5%
-85.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.8% | +2.1% | -1.3% |
| 7D | +0.5% | -8.7% | +9.2% | +1.7% |
| 30D | -0.6% | -23.8% | +23.3% | +2.6% |
| 3M | -19.7% | +3.9% | -23.5% | -19.8% |
| 6M | -41.6% | +56.8% | -98.4% | -43.7% |
| All | -41.6% | +43.5% | -85.1% | -43.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling