+193.4%
AMAT vs CAI
-28.5%
+221.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.0% | +5.0% | +4.1% |
| 7D | +7.0% | +0.2% | +6.8% | +7.0% |
| 30D | -12.2% | +9.1% | -21.4% | -13.1% |
| 3M | -3.8% | +53.8% | -57.6% | -9.2% |
| 6M | +45.9% | +33.5% | +12.4% | +38.5% |
| YTD | +84.6% | -8.0% | +92.6% | +85.8% |
| 1Y | +193.4% | -28.7% | +222.1% | +203.2% |
| All | +193.4% | -28.5% | +221.9% | +203.2% |
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 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