+37.8%
ALAB vs CAI
-0.4%
+38.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.2% | +6.6% | +6.7% |
| 7D | +3.4% | -26.3% | +29.7% | +12.4% |
| 30D | -28.8% | -17.5% | -11.2% | -23.5% |
| 3M | -26.0% | +5.8% | -31.8% | -24.4% |
| 6M | +11.4% | +53.6% | -42.3% | +2.0% |
| YTD | +38.8% | -9.2% | +48.0% | +51.0% |
| 1Y | +37.8% | -2.7% | +40.5% | +41.2% |
| All | +37.8% | -0.4% | +38.2% | +41.2% |
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