+4.3%
AR vs CAI
+27.8%
-23.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.7% |
| 7D | +2.5% | -2.2% | +4.7% | +2.4% |
| 30D | +14.8% | +52.4% | -37.6% | +17.7% |
| 3M | +6.2% | +45.1% | -38.9% | +8.6% |
| 6M | +4.3% | +26.2% | -21.9% | +5.6% |
| All | +4.3% | +27.8% | -23.6% | +5.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling