+92.9%
B vs CAI
-9.5%
+102.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -4.5% | -1.6% | -5.5% |
| 7D | +7.1% | -25.6% | +32.8% | +10.9% |
| 30D | -3.3% | -17.7% | +14.4% | -1.4% |
| 3M | -2.5% | +4.4% | -6.9% | -4.3% |
| 6M | -7.2% | +51.3% | -58.5% | -13.6% |
| YTD | -7.4% | -9.5% | +2.1% | -10.1% |
| 1Y | +16.4% | -1.5% | +17.9% | +12.5% |
| All | +92.9% | -9.5% | +102.4% | +86.2% |
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