+8.6%
ALB vs CAI
+12.6%
-4.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.1% | +4.2% | +5.2% |
| 7D | -2.1% | -6.3% | +4.2% | -1.4% |
| 30D | -9.0% | +9.3% | -18.3% | -10.0% |
| 3M | -21.1% | +106.3% | -127.5% | -27.5% |
| 6M | -49.9% | +77.7% | -127.6% | -53.5% |
| YTD | -32.3% | +23.1% | -55.4% | -36.0% |
| 1Y | +8.6% | +6.5% | +2.1% | +2.9% |
| All | +8.6% | +12.6% | -4.0% | +2.9% |
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