-19.8%
ABT vs CAI
-11.0%
-8.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | -5.0% | -5.1% | +0.1% | -4.7% |
| 30D | -5.8% | +3.9% | -9.7% | -6.1% |
| 3M | +16.7% | +40.1% | -23.4% | +13.8% |
| 6M | -5.2% | +29.7% | -34.9% | -7.6% |
| YTD | -16.0% | -10.9% | -5.1% | -17.1% |
| 1Y | -18.3% | -28.0% | +9.8% | -18.5% |
| All | -19.8% | -11.0% | -8.8% | -21.6% |
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 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