+271.6%
ALM vs CAI
-8.1%
+279.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.0% | +9.8% | +9.1% |
| 7D | +8.4% | +0.2% | +8.3% | +8.3% |
| 30D | +34.8% | +9.1% | +25.7% | +31.7% |
| 3M | +16.2% | +53.8% | -37.5% | +2.6% |
| 6M | +2.1% | +33.5% | -31.4% | -7.2% |
| YTD | +117.0% | -8.0% | +125.0% | +105.6% |
| 1Y | +313.9% | -28.7% | +342.6% | +300.3% |
| All | +271.6% | -8.1% | +279.6% | +245.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling