+58.6%
ALM vs CAI
-9.3%
+67.9%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -7.2% | -26.3% | +19.1% | +0.2% |
| 30D | -26.4% | -17.5% | -8.8% | -22.7% |
| 3M | -38.6% | +5.8% | -44.4% | -39.9% |
| 6M | -61.0% | +53.6% | -114.6% | -65.6% |
| YTD | -7.4% | -9.2% | +1.9% | -12.5% |
| 1Y | +14.0% | -2.7% | +16.6% | +7.3% |
| All | +58.6% | -9.3% | +67.9% | +46.9% |
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