+105.4%
B vs CAI
-5.3%
+110.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | +11.3% | -20.3% | +31.7% | +14.1% |
| 30D | +2.9% | -13.9% | +16.9% | +4.3% |
| 3M | -2.9% | +12.4% | -15.3% | -5.6% |
| 6M | -1.2% | +58.3% | -59.5% | -8.6% |
| YTD | -1.3% | -5.2% | +3.9% | -4.9% |
| 1Y | +30.4% | -0.2% | +30.6% | +25.4% |
| All | +105.4% | -5.3% | +110.7% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling