+44.9%
C vs CAI
-31.3%
+76.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.2% |
| 7D | +3.6% | -2.2% | +5.8% | +3.9% |
| 30D | +0.1% | +52.4% | -52.3% | -6.4% |
| 3M | +2.4% | +45.1% | -42.7% | -3.7% |
| 6M | +24.9% | +26.2% | -1.3% | +18.8% |
| YTD | +19.8% | -7.1% | +26.9% | +17.4% |
| 1Y | +44.9% | -31.0% | +75.9% | +45.8% |
| All | +44.9% | -31.3% | +76.1% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling