+61.2%
AAPL vs CAI
-11.0%
+72.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | -3.0% | -3.1% | +0.1% | -2.9% |
| 30D | +2.3% | +2.7% | -0.4% | +2.2% |
| 3M | +8.6% | +41.7% | -33.1% | +7.8% |
| 6M | +21.6% | +26.5% | -4.9% | +20.7% |
| YTD | +16.3% | -10.9% | +27.2% | +16.2% |
| 1Y | +35.1% | -29.2% | +64.3% | +35.3% |
| All | +61.2% | -11.0% | +72.2% | +64.0% |
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