+35.9%
ALL vs CAI
-7.1%
+43.0%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.4% |
| 7D | 0.0% | -2.2% | +2.2% | 0.0% |
| 30D | -1.5% | +52.4% | -53.9% | -1.4% |
| 3M | +23.6% | +45.1% | -21.5% | +23.6% |
| 6M | +22.3% | +26.2% | -3.9% | +22.1% |
| YTD | +26.5% | -7.1% | +33.6% | +25.6% |
| 1Y | +27.0% | -31.0% | +58.0% | +26.4% |
| All | +35.9% | -7.1% | +43.0% | +33.7% |
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 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