-33.6%
ACI vs CAI
-11.3%
-22.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.2% |
| 7D | -0.5% | -8.0% | +7.5% | -0.8% |
| 30D | +4.9% | -18.9% | +23.8% | +4.1% |
| 3M | +11.1% | +7.6% | +3.5% | +12.3% |
| 6M | -14.9% | +43.0% | -57.9% | -11.8% |
| YTD | -19.6% | -11.2% | -8.4% | -18.8% |
| 1Y | -22.7% | -3.3% | -19.4% | -21.6% |
| All | -33.6% | -11.3% | -22.3% | -31.7% |
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 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