+61.4%
AMAT vs CAI
+12.6%
+48.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.4% |
| 7D | -11.2% | -6.3% | -4.9% | -10.6% |
| 30D | -31.9% | +9.3% | -41.2% | -32.2% |
| 3M | -32.3% | +106.3% | -138.7% | -37.7% |
| 6M | -5.4% | +77.7% | -83.1% | -12.0% |
| YTD | +44.3% | +23.1% | +21.1% | +42.3% |
| 1Y | +61.4% | +6.5% | +54.8% | +61.4% |
| All | +61.4% | +12.6% | +48.8% | +61.4% |
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