+72.0%
BEN vs CAI
-14.7%
+86.7%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +20.3% |
| 3M | +7.5% | +3.9% | +3.6% | +7.5% |
| 6M | +14.7% | +56.8% | -42.1% | +11.2% |
| YTD | +56.1% | -14.6% | +70.7% | +55.3% |
| 1Y | +69.6% | -5.2% | +74.8% | +67.7% |
| All | +72.0% | -14.7% | +86.7% | +71.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling