+793.0%
BE vs CAI
-14.7%
+807.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.8% | -1.1% | -4.0% |
| 7D | +10.8% | -8.7% | +19.5% | +13.4% |
| 30D | -19.8% | -23.8% | +4.1% | -13.5% |
| 3M | -18.7% | +3.9% | -22.6% | -17.7% |
| 6M | -33.7% | +56.8% | -90.6% | -39.2% |
| YTD | +121.0% | -14.6% | +135.6% | +126.4% |
| 1Y | +85.4% | -5.2% | +90.6% | +87.4% |
| All | +793.0% | -14.7% | +807.6% | +799.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling