+40.1%
ALAB vs CAI
-31.0%
+71.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +4.7% |
| 7D | +9.6% | -3.1% | +12.7% | +10.3% |
| 30D | -5.3% | +2.7% | -8.0% | -6.1% |
| 3M | -12.0% | +41.7% | -53.7% | -20.1% |
| 6M | +145.7% | +26.5% | +119.2% | +123.9% |
| YTD | +80.7% | -10.9% | +91.6% | +84.8% |
| 1Y | +40.1% | -29.2% | +69.3% | +51.8% |
| All | +40.1% | -31.0% | +71.1% | +51.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling