+15.5%
BAC vs CAI
-9.5%
+25.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.7% | +0.5% |
| 7D | +2.1% | -25.6% | +27.7% | +3.9% |
| 30D | -6.7% | -17.7% | +11.0% | -5.6% |
| 3M | -20.2% | +4.4% | -24.6% | -20.5% |
| 6M | -0.2% | +51.3% | -51.5% | -3.8% |
| YTD | -6.4% | -9.5% | +3.1% | -8.0% |
| 1Y | -3.1% | -1.5% | -1.6% | -5.1% |
| All | +15.5% | -9.5% | +25.0% | +14.2% |
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 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