-34.4%
ACI vs CAI
-9.3%
-25.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -5.3% | -26.3% | +21.0% | -6.6% |
| 30D | +5.0% | -17.5% | +22.5% | +4.3% |
| 3M | +7.5% | +5.8% | +1.7% | +8.5% |
| 6M | -16.0% | +53.6% | -69.7% | -12.6% |
| YTD | -20.6% | -9.2% | -11.4% | -19.8% |
| 1Y | -23.5% | -2.7% | -20.9% | -22.5% |
| All | -34.4% | -9.3% | -25.1% | -32.5% |
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