+1,152.5%
BE vs CAI
-11.0%
+1,163.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.2% | +0.3% | -2.3% |
| 7D | +23.9% | -3.1% | +27.0% | +24.7% |
| 30D | +27.8% | +2.7% | +25.2% | +27.0% |
| 3M | +3.7% | +41.7% | -38.0% | -4.9% |
| 6M | +78.0% | +26.5% | +51.5% | +64.2% |
| YTD | +209.9% | -10.9% | +220.8% | +208.6% |
| 1Y | +389.6% | -29.2% | +418.8% | +408.1% |
| All | +1,152.5% | -11.0% | +1,163.5% | +1,125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling