+1,102.3%
BE vs CAI
-11.0%
+1,113.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +9.7% | -5.1% | +14.8% | +10.8% |
| 30D | +22.4% | +3.9% | +18.5% | +21.3% |
| 3M | +10.4% | +40.1% | -29.7% | +1.5% |
| 6M | +67.9% | +29.7% | +38.2% | +53.9% |
| YTD | +197.5% | -10.9% | +208.4% | +196.2% |
| 1Y | +310.6% | -28.0% | +338.6% | +325.2% |
| All | +1,102.3% | -11.0% | +1,113.2% | +1,076.1% |
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