+360.5%
BE vs CAI
-31.3%
+391.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.0% | +8.3% | +7.5% |
| 7D | +20.0% | -2.2% | +22.2% | +20.4% |
| 30D | +7.9% | +52.4% | -44.5% | -2.5% |
| 3M | -13.2% | +45.1% | -58.3% | -20.6% |
| 6M | +53.5% | +26.2% | +27.2% | +42.3% |
| YTD | +191.0% | -7.1% | +198.1% | +188.1% |
| 1Y | +360.5% | -31.0% | +391.5% | +513.6% |
| All | +360.5% | -31.3% | +391.8% | +513.6% |
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