+59.7%
ALM vs CAI
-14.7%
+74.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -3.8% | +11.6% | +8.7% |
| 7D | +1.2% | -8.7% | +9.9% | +3.7% |
| 30D | -19.3% | -23.8% | +4.5% | -13.6% |
| 3M | -40.6% | +3.9% | -44.5% | -41.6% |
| 6M | -57.9% | +56.8% | -114.8% | -63.2% |
| YTD | -6.7% | -14.6% | +7.9% | -10.5% |
| 1Y | +20.2% | -5.2% | +25.4% | +14.6% |
| All | +59.7% | -14.7% | +74.4% | +50.2% |
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