+2.3%
BN vs CAI
-7.1%
+9.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | -2.5% | -2.2% | -0.3% | -2.2% |
| 30D | -9.5% | +52.4% | -61.9% | -14.4% |
| 3M | -10.4% | +45.1% | -55.5% | -14.9% |
| 6M | -6.4% | +26.2% | -32.6% | -10.6% |
| YTD | -11.9% | -7.1% | -4.8% | -14.1% |
| 1Y | -8.6% | -31.0% | +22.4% | -8.6% |
| All | +2.3% | -7.1% | +9.4% | -2.0% |
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