-18.1%
ABT vs CAI
-8.1%
-10.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.5% |
| 7D | -3.1% | +0.2% | -3.3% | -3.1% |
| 30D | -2.1% | +9.1% | -11.3% | -2.7% |
| 3M | +17.4% | +53.8% | -36.4% | +13.7% |
| 6M | -2.4% | +33.5% | -35.9% | -5.0% |
| YTD | -14.2% | -8.0% | -6.2% | -15.6% |
| 1Y | -18.3% | -28.7% | +10.4% | -18.6% |
| All | -18.1% | -8.1% | -10.0% | -20.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling