+61.5%
ALB vs CAI
-31.3%
+92.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.0% | -3.5% | -4.4% |
| 7D | -8.1% | -2.2% | -5.9% | -7.9% |
| 30D | +6.3% | +52.4% | -46.1% | +1.7% |
| 3M | -23.6% | +45.1% | -68.7% | -26.7% |
| 6M | -24.6% | +26.2% | -50.8% | -27.6% |
| YTD | -10.3% | -7.1% | -3.2% | -13.0% |
| 1Y | +61.5% | -31.0% | +92.5% | +46.0% |
| All | +61.5% | -31.3% | +92.7% | +46.0% |
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