+271.9%
ASX vs CAI
-31.0%
+302.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.2% | +6.7% | +3.9% |
| 7D | +11.1% | -3.1% | +14.2% | +11.5% |
| 30D | +9.6% | +2.7% | +6.9% | +9.1% |
| 3M | +18.6% | +41.7% | -23.1% | +13.1% |
| 6M | +92.1% | +26.5% | +65.7% | +84.6% |
| YTD | +158.5% | -10.9% | +169.4% | +157.7% |
| 1Y | +271.9% | -29.2% | +301.1% | +279.8% |
| All | +271.9% | -31.0% | +302.9% | +279.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling