+265.5%
ASX vs CAI
-11.3%
+276.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.2% | -1.9% | -3.7% |
| 7D | +22.1% | -8.0% | +30.1% | +23.7% |
| 30D | -23.8% | -18.9% | -4.9% | -19.9% |
| 3M | -7.6% | +7.6% | -15.2% | -5.4% |
| 6M | +6.9% | +43.0% | -36.0% | +6.0% |
| YTD | +127.7% | -11.2% | +138.9% | +132.0% |
| 1Y | +144.5% | -3.3% | +147.8% | +147.8% |
| All | +265.5% | -11.3% | +276.7% | +267.5% |
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