+14.7%
BEN vs CAI
+43.5%
-28.8%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.8% | +4.3% | +0.7% |
| 7D | +6.8% | -8.7% | +15.5% | +7.5% |
| 30D | +18.0% | -23.8% | +41.8% | +20.8% |
| 3M | +7.5% | +3.9% | +3.6% | +8.7% |
| 6M | +14.7% | +56.8% | -42.1% | +8.3% |
| All | +14.7% | +43.5% | -28.8% | +8.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling