+32.9%
ALL vs CAI
-5.3%
+38.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -3.9% | -20.3% | +16.5% | -4.1% |
| 30D | +10.6% | -13.9% | +24.5% | +10.5% |
| 3M | -4.6% | +12.4% | -17.0% | -4.5% |
| 6M | +20.2% | +58.3% | -38.1% | +20.2% |
| YTD | +23.7% | -5.2% | +28.9% | +22.7% |
| 1Y | +27.9% | -0.2% | +28.0% | +27.0% |
| All | +32.9% | -5.3% | +38.2% | +30.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling