+96.9%
AU vs CAI
-31.3%
+128.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -2.1% |
| 7D | -3.6% | -2.2% | -1.5% | -3.1% |
| 30D | +23.9% | +52.4% | -28.5% | +14.0% |
| 3M | +19.1% | +45.1% | -26.0% | +10.5% |
| 6M | -0.2% | +26.2% | -26.4% | -6.8% |
| YTD | +32.5% | -7.1% | +39.5% | +30.1% |
| 1Y | +96.9% | -31.0% | +128.0% | +102.8% |
| All | +96.9% | -31.3% | +128.2% | +102.8% |
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