+57.9%
BP vs CAI
-9.9%
+67.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | +0.1% |
| 7D | +5.2% | -2.9% | +8.1% | +5.1% |
| 30D | +8.7% | +9.3% | -0.6% | +9.1% |
| 3M | +9.3% | +35.2% | -25.9% | +10.9% |
| 6M | +13.6% | +30.7% | -17.1% | +15.4% |
| YTD | +37.7% | -9.8% | +47.5% | +37.5% |
| 1Y | +40.6% | -28.9% | +69.5% | +39.9% |
| All | +57.9% | -9.9% | +67.8% | +59.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling