+56.5%
BP vs CAI
-11.0%
+67.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.6% |
| 7D | +4.0% | -3.1% | +7.1% | +3.9% |
| 30D | +7.8% | +2.7% | +5.1% | +8.0% |
| 3M | +8.4% | +41.7% | -33.3% | +10.2% |
| 6M | +15.1% | +26.5% | -11.4% | +16.7% |
| YTD | +36.4% | -10.9% | +47.3% | +36.2% |
| 1Y | +40.9% | -29.2% | +70.1% | +40.1% |
| All | +56.5% | -11.0% | +67.5% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling