+46.0%
BMY vs CAI
-11.0%
+57.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | -0.1% |
| 7D | -4.8% | -3.1% | -1.7% | -4.5% |
| 30D | -0.7% | +2.7% | -3.4% | -1.0% |
| 3M | +15.3% | +41.7% | -26.4% | +10.9% |
| 6M | +8.5% | +26.5% | -17.9% | +4.7% |
| YTD | +23.4% | -10.9% | +34.4% | +24.1% |
| 1Y | +42.9% | -29.2% | +72.1% | +47.1% |
| All | +46.0% | -11.0% | +57.0% | +44.9% |
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 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