+25.5%
AMZN vs CAI
-14.7%
+40.1%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.1% |
| 7D | +2.8% | -8.7% | +11.5% | +3.4% |
| 30D | +5.0% | -23.8% | +28.8% | +6.5% |
| 3M | +0.6% | +3.9% | -3.3% | -0.1% |
| 6M | -1.3% | +56.8% | -58.1% | -4.5% |
| YTD | +15.5% | -14.6% | +30.1% | +13.8% |
| 1Y | +12.2% | -5.2% | +17.4% | +10.4% |
| All | +25.5% | -14.7% | +40.1% | +24.9% |
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 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