-11.1%
ADP vs CAI
-11.0%
-0.1%
-38.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.2% | +2.2% | -0.8% |
| 7D | -5.7% | -3.1% | -2.6% | -5.5% |
| 30D | -3.1% | +2.7% | -5.8% | -3.4% |
| 3M | +15.6% | +41.7% | -26.1% | +12.5% |
| 6M | +20.8% | +26.5% | -5.7% | +17.8% |
| YTD | +4.7% | -10.9% | +15.7% | +4.5% |
| 1Y | -8.3% | -29.2% | +20.9% | -7.6% |
| All | -11.1% | -11.0% | -0.1% | -11.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling