+58.4%
BP vs CAI
-14.7%
+73.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.8% |
| 7D | +3.8% | -8.7% | +12.5% | +3.6% |
| 30D | -5.3% | -23.8% | +18.6% | -5.7% |
| 3M | +9.3% | +3.9% | +5.4% | +10.3% |
| 6M | +7.2% | +56.8% | -49.6% | +10.4% |
| YTD | +38.0% | -14.6% | +52.6% | +38.6% |
| 1Y | +33.2% | -5.2% | +38.4% | +34.1% |
| All | +58.4% | -14.7% | +73.0% | +60.5% |
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