-14.1%
AS vs CAI
-9.3%
-4.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.2% | -2.7% | -2.5% |
| 7D | -3.0% | -26.3% | +23.3% | +0.2% |
| 30D | +9.6% | -17.5% | +27.1% | +11.4% |
| 3M | -8.2% | +5.8% | -14.0% | -10.4% |
| 6M | -9.9% | +53.6% | -63.6% | -18.1% |
| YTD | -16.8% | -9.2% | -7.6% | -18.8% |
| 1Y | +3.0% | -2.7% | +5.6% | -0.9% |
| All | -14.1% | -9.3% | -4.8% | -16.1% |
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