-55.6%
BSX vs CAI
-11.0%
-44.6%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.3% |
| 7D | -7.0% | -3.1% | -3.9% | -6.7% |
| 30D | -10.9% | +2.7% | -13.6% | -11.2% |
| 3M | -8.2% | +41.7% | -49.9% | -12.1% |
| 6M | -37.5% | +26.5% | -63.9% | -39.8% |
| YTD | -52.8% | -10.9% | -41.9% | -53.7% |
| 1Y | -58.4% | -29.2% | -29.2% | -59.0% |
| All | -55.6% | -11.0% | -44.6% | -56.8% |
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