+272.4%
ALM vs CAI
-29.0%
+301.3%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -7.1% | -5.1% | -2.1% | -5.7% |
| 30D | +24.7% | +3.9% | +20.8% | +23.3% |
| 3M | +8.3% | +40.1% | -31.8% | -2.9% |
| 6M | -22.2% | +29.7% | -51.8% | -29.4% |
| YTD | +88.1% | -10.9% | +99.0% | +78.2% |
| 1Y | +272.4% | -28.0% | +300.4% | +258.9% |
| All | +272.4% | -29.0% | +301.3% | +258.9% |
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 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