+69.8%
AAPL vs CAI
-9.9%
+79.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.7% |
| 7D | +3.8% | -2.9% | +6.8% | +3.9% |
| 30D | +9.9% | +9.3% | +0.6% | +9.7% |
| 3M | +12.5% | +35.2% | -22.7% | +11.8% |
| 6M | +27.6% | +30.7% | -3.1% | +26.6% |
| YTD | +22.6% | -9.8% | +32.3% | +22.4% |
| 1Y | +45.0% | -28.9% | +73.8% | +45.3% |
| All | +69.8% | -9.9% | +79.7% | +72.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling