+41.8%
ALM vs CAI
+12.6%
+29.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | 0.0% | +0.8% |
| 7D | -6.4% | -6.3% | -0.1% | -4.7% |
| 30D | -35.0% | +9.3% | -44.3% | -36.7% |
| 3M | -33.8% | +106.3% | -140.1% | -47.8% |
| 6M | -55.0% | +77.7% | -132.8% | -63.4% |
| YTD | -0.2% | +23.1% | -23.4% | -14.2% |
| 1Y | +41.8% | +6.5% | +35.2% | +22.8% |
| All | +41.8% | +12.6% | +29.2% | +22.8% |
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