+74.5%
BB vs CAI
-11.0%
+85.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.8% | -2.7% |
| 7D | -2.1% | -5.1% | +3.0% | -1.7% |
| 30D | -16.0% | +3.9% | -19.9% | -16.3% |
| 3M | -14.5% | +40.1% | -54.6% | -17.1% |
| 6M | +118.6% | +29.7% | +88.9% | +111.4% |
| YTD | +98.9% | -10.9% | +109.8% | +94.3% |
| 1Y | +99.5% | -28.0% | +127.5% | +96.5% |
| All | +74.5% | -11.0% | +85.5% | +72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling