-10.7%
AR vs CAI
-9.9%
-0.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -1.9% |
| 7D | -2.5% | -2.9% | +0.4% | -2.5% |
| 30D | +2.5% | +9.3% | -6.8% | +2.6% |
| 3M | +12.3% | +35.2% | -22.9% | +12.8% |
| 6M | -3.1% | +30.7% | -33.8% | -2.5% |
| YTD | +11.5% | -9.8% | +21.3% | +12.2% |
| 1Y | +17.0% | -28.9% | +45.9% | +19.0% |
| All | -10.7% | -9.9% | -0.8% | -12.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling