-18.8%
BBWI vs CAI
-14.7%
-4.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.8% | +5.3% | +1.9% |
| 7D | +0.1% | -8.7% | +8.8% | +1.1% |
| 30D | +12.9% | -23.8% | +36.7% | +16.0% |
| 3M | +16.0% | +3.9% | +12.1% | +14.6% |
| 6M | +16.6% | +56.8% | -40.2% | +7.7% |
| YTD | +9.7% | -14.6% | +24.3% | +8.6% |
| 1Y | +1.5% | -5.2% | +6.7% | -0.6% |
| All | -18.8% | -14.7% | -4.1% | -16.2% |
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 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