+2.9%
AGG vs CAI
-11.0%
+13.8%
-3.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.9% | -5.1% | +4.1% | -0.9% |
| 30D | -1.0% | +3.9% | -4.9% | -1.0% |
| 3M | -1.3% | +40.1% | -41.4% | -1.5% |
| 6M | -2.1% | +29.7% | -31.7% | -2.4% |
| YTD | -1.2% | -10.9% | +9.7% | -1.5% |
| 1Y | -0.5% | -28.0% | +27.5% | -0.7% |
| All | +2.9% | -11.0% | +13.8% | +2.5% |
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 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