-14.1%
ALC vs CAI
-9.3%
-4.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.2% |
| 7D | -6.3% | -26.3% | +20.0% | -3.8% |
| 30D | +12.6% | -17.5% | +30.1% | +14.1% |
| 3M | -3.8% | +5.8% | -9.7% | -5.4% |
| 6M | +16.8% | +53.6% | -36.8% | +9.6% |
| YTD | -7.6% | -9.2% | +1.6% | -9.4% |
| 1Y | -5.9% | -2.7% | -3.2% | -8.6% |
| All | -14.1% | -9.3% | -4.8% | -13.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling