+256.2%
ALM vs CAI
-11.0%
+267.2%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.3% |
| 7D | +3.6% | -3.1% | +6.7% | +4.5% |
| 30D | +33.8% | +2.7% | +31.1% | +32.9% |
| 3M | +14.8% | +41.7% | -26.9% | +3.7% |
| 6M | -7.0% | +26.5% | -33.4% | -14.4% |
| YTD | +108.1% | -10.9% | +119.0% | +98.9% |
| 1Y | +313.8% | -29.2% | +343.0% | +302.1% |
| All | +256.2% | -11.0% | +267.2% | +233.8% |
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 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