+16.3%
BAC vs CAI
-14.7%
+31.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.3% |
| 7D | +3.2% | -8.7% | +11.9% | +3.8% |
| 30D | -0.7% | -23.8% | +23.1% | +1.0% |
| 3M | -20.0% | +3.9% | -23.9% | -20.2% |
| 6M | +3.4% | +56.8% | -53.4% | -0.7% |
| YTD | -5.7% | -14.6% | +8.9% | -7.1% |
| 1Y | -1.4% | -5.2% | +3.7% | -3.1% |
| All | +16.3% | -14.7% | +31.0% | +15.4% |
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