-12.6%
BAX vs CAI
-14.7%
+2.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.8% | +4.1% | +0.7% |
| 7D | +0.1% | -8.7% | +8.8% | +1.2% |
| 30D | +4.1% | -23.8% | +27.9% | +7.1% |
| 3M | -4.5% | +3.9% | -8.4% | -6.3% |
| 6M | +49.2% | +56.8% | -7.6% | +37.5% |
| YTD | +35.2% | -14.6% | +49.9% | +31.2% |
| 1Y | +38.3% | -5.2% | +43.5% | +32.7% |
| All | -12.6% | -14.7% | +2.1% | -16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling