+124.9%
APA vs CAI
-8.1%
+133.0%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.8% | +1.8% |
| 7D | -1.7% | +0.2% | -1.9% | -1.7% |
| 30D | +15.7% | +9.1% | +6.6% | +16.0% |
| 3M | +16.5% | +53.8% | -37.3% | +18.9% |
| 6M | +35.1% | +33.5% | +1.6% | +37.6% |
| YTD | +82.2% | -8.0% | +90.2% | +83.9% |
| 1Y | +102.5% | -28.7% | +131.2% | +105.9% |
| All | +124.9% | -8.1% | +133.0% | +127.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling