+45.8%
BEN vs CAI
-29.0%
+74.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.4% | -1.4% |
| 7D | +0.3% | -5.1% | +5.4% | +0.6% |
| 30D | +0.9% | +3.9% | -3.0% | +0.7% |
| 3M | +9.2% | +40.1% | -30.9% | +7.1% |
| 6M | +36.8% | +29.7% | +7.1% | +33.4% |
| YTD | +44.4% | -10.9% | +55.3% | +41.2% |
| 1Y | +45.8% | -28.0% | +73.9% | +44.8% |
| All | +45.8% | -29.0% | +74.8% | +44.8% |
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