+24.5%
ACWI vs CAI
-6.6%
+31.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.0% | +0.2% |
| 7D | -2.4% | -26.5% | +24.2% | -0.6% |
| 30D | -5.2% | -6.9% | +1.7% | -4.7% |
| 3M | -4.8% | +26.1% | -31.0% | -6.1% |
| 6M | -1.3% | +31.9% | -33.2% | -3.3% |
| YTD | +8.4% | -6.5% | +14.9% | +7.2% |
| 1Y | +11.0% | +2.5% | +8.5% | +9.4% |
| All | +24.5% | -6.6% | +31.0% | +23.0% |
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 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