+61.3%
BEN vs CAI
-11.0%
+72.3%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -1.3% |
| 7D | +3.4% | -3.1% | +6.5% | +3.6% |
| 30D | +1.8% | +2.7% | -0.9% | +1.6% |
| 3M | +8.4% | +41.7% | -33.3% | +5.7% |
| 6M | +35.6% | +26.5% | +9.2% | +32.2% |
| YTD | +46.4% | -10.9% | +57.3% | +44.9% |
| 1Y | +46.3% | -29.2% | +75.5% | +47.4% |
| All | +61.3% | -11.0% | +72.3% | +60.4% |
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