+102.6%
BB vs CAI
-31.3%
+133.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.1% |
| 7D | -5.6% | -2.2% | -3.5% | -5.4% |
| 30D | -11.8% | +52.4% | -64.2% | -15.7% |
| 3M | -25.5% | +45.1% | -70.6% | -28.3% |
| 6M | +121.3% | +26.2% | +95.0% | +112.8% |
| YTD | +103.2% | -7.1% | +110.2% | +96.5% |
| 1Y | +102.6% | -31.0% | +133.7% | +103.2% |
| All | +102.6% | -31.3% | +133.9% | +103.2% |
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 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