-16.4%
ALC vs CAI
-7.1%
-9.3%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -2.1% | -2.2% | +0.1% | -1.9% |
| 30D | -0.1% | +52.4% | -52.5% | -4.7% |
| 3M | +5.9% | +45.1% | -39.2% | +1.3% |
| 6M | -15.9% | +26.2% | -42.2% | -19.1% |
| YTD | -10.1% | -7.1% | -3.0% | -11.3% |
| 1Y | -10.2% | -31.0% | +20.8% | -8.4% |
| All | -16.4% | -7.1% | -9.3% | -15.4% |
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