-12.0%
AS vs CAI
-9.5%
-2.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.5% | +2.6% | -1.3% |
| 7D | +4.5% | -25.6% | +30.1% | +7.9% |
| 30D | +13.2% | -17.7% | +31.0% | +15.2% |
| 3M | -11.9% | +4.4% | -16.3% | -13.9% |
| 6M | -11.6% | +51.3% | -62.8% | -19.4% |
| YTD | -14.7% | -9.5% | -5.2% | -16.8% |
| 1Y | +5.7% | -1.5% | +7.2% | +1.6% |
| All | -12.0% | -9.5% | -2.4% | -14.0% |
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