+32.8%
ALL vs CAI
-9.9%
+42.7%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.5% | +0.8% |
| 7D | -2.3% | -2.9% | +0.7% | -2.3% |
| 30D | -0.4% | +9.3% | -9.8% | -0.4% |
| 3M | +16.0% | +35.2% | -19.2% | +16.0% |
| 6M | +24.6% | +30.7% | -6.1% | +24.6% |
| YTD | +23.7% | -9.8% | +33.4% | +22.7% |
| 1Y | +27.7% | -28.9% | +56.6% | +27.0% |
| All | +32.8% | -9.9% | +42.7% | +30.6% |
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