+32.7%
ALL vs CAI
-8.1%
+40.8%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.0% | -1.4% | -2.4% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | -4.7% | +9.1% | -13.8% | -4.6% |
| 3M | +18.4% | +53.8% | -35.4% | +18.4% |
| 6M | +20.5% | +33.5% | -13.0% | +20.5% |
| YTD | +23.5% | -8.0% | +31.5% | +22.6% |
| 1Y | +29.0% | -28.7% | +57.7% | +28.3% |
| All | +32.7% | -8.1% | +40.8% | +30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling