-12.9%
BAX vs CAI
-11.3%
-1.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -2.0% |
| 7D | +0.4% | -8.0% | +8.3% | +1.4% |
| 30D | +3.4% | -18.9% | +22.3% | +5.6% |
| 3M | -4.5% | +7.6% | -12.1% | -6.6% |
| 6M | +44.0% | +43.0% | +1.1% | +34.1% |
| YTD | +34.9% | -11.2% | +46.1% | +30.3% |
| 1Y | +37.9% | -3.3% | +41.2% | +32.0% |
| All | -12.9% | -11.3% | -1.6% | -16.7% |
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