+50.1%
BP vs CAI
-7.1%
+57.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | +3.9% | -2.2% | +6.1% | +3.9% |
| 30D | +7.6% | +52.4% | -44.8% | +9.7% |
| 3M | +0.7% | +45.1% | -44.4% | +2.5% |
| 6M | +15.5% | +26.2% | -10.7% | +17.2% |
| YTD | +30.8% | -7.1% | +37.9% | +30.8% |
| 1Y | +34.3% | -31.0% | +65.3% | +33.7% |
| All | +50.1% | -7.1% | +57.2% | +51.5% |
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