+211.9%
ALAB vs CAI
-7.1%
+219.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.0% | +10.7% | +9.9% |
| 7D | +7.2% | -2.2% | +9.4% | +7.6% |
| 30D | -2.5% | +52.4% | -54.9% | -9.5% |
| 3M | -13.3% | +45.1% | -58.4% | -19.1% |
| 6M | +172.8% | +26.2% | +146.6% | +156.9% |
| YTD | +86.6% | -7.1% | +93.7% | +83.5% |
| 1Y | +65.2% | -31.0% | +96.2% | +59.7% |
| All | +211.9% | -7.1% | +219.0% | +210.1% |
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