+38.3%
BAX vs CAI
-6.2%
+44.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.8% |
| 7D | +0.1% | -8.7% | +8.8% | +1.3% |
| 30D | +4.1% | -23.8% | +27.9% | +7.3% |
| 3M | -4.5% | +3.9% | -8.4% | -6.7% |
| 6M | +49.2% | +56.8% | -7.6% | +35.5% |
| YTD | +35.2% | -14.6% | +49.9% | +29.9% |
| 1Y | +38.3% | -5.2% | +43.5% | +34.1% |
| All | +38.3% | -6.2% | +44.5% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling