-1.0%
ALK vs CAI
+12.6%
-13.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +1.1% | +7.6% | +8.6% |
| 7D | +12.4% | -6.3% | +18.7% | +13.6% |
| 30D | +2.1% | +9.3% | -7.2% | -0.1% |
| 3M | -23.9% | +106.3% | -130.2% | -37.4% |
| 6M | +8.2% | +77.7% | -69.5% | -8.6% |
| YTD | -20.5% | +23.1% | -43.6% | -27.5% |
| 1Y | -1.0% | +6.5% | -7.6% | -7.3% |
| All | -1.0% | +12.6% | -13.6% | -7.3% |
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